Quant Developer

Company: Cantor Fitzgerald

Location: London

Posted: April 11th, 2026

Development and integration of new “calc types”.
Extend the in-house bond pricing library to support new calculation types (e.g., price-to-yield, DV01, accrued interest).
Implement and validate quantitative models for fixed income instruments.
Ensure rigorous unit and regression testing for all enhancements.
Collaborate with quants and developers to clarify requirements and resolve ambiguities.
Maintain high standards of code quality and documentation.
Support integration with real-time pricing systems and downstream consumers.
Strong C++ development experience in a team environment.
Solid understanding of fixed income pricing concepts and risk measures.
Experience in real-time, event-driven systems.
Familiarity with quantitative libraries and numerical methods.
Ability to work methodically on detail-oriented tasks over extended periods.
Strong problem-solving skills and commitment to accuracy.

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