Quant Developer (Library Quant – Rates) | C++ / Python
Leading Hedge Fund | London
Compensation:
Highly competitive
We are hiring a Quant Developer (Library-focused) to build and enhance core pricing and risk libraries within a leading hedge fund platform.
This role sits close to the trading desk, but with a clear focus on high-quality quantitative library development.
What you will be doing
- Develop and maintain C++ pricing / risk libraries for Rates products
- Work alongside quants and traders to translate models into production-grade code
- Improve performance, robustness, and scalability of core analytics
What we are looking for (strict)
- Strong C++ (production-grade, object-oriented + performance-aware)
- Good Python for prototyping / testing
- Solid understanding of Rates products (IR derivatives, curves, pricing)
- Experience building quant libraries, not just using them
Strong preference
- Experience working closely with modelling teams or traders
Not a fit if
- Pure software engineer with no quant exposure
- Pure quant analyst with minimal engineering depth
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