Quant Library Engineer - Rates Pricing (C++/Python)

A leading hedge fund in Greater London is seeking a Quant Developer focused on building and enhancing core pricing and risk libraries. The role involves developing C++ pricing/risk libraries for Rates products and collaborating closely with quants and traders. Ideal candidates will have strong C++ and Python skills, a solid understanding of Rates products, and experience in quant libraries development. This position is highly competitive and offers a chance to work closely with trading desks. #J-18808-Ljbffr