Quant Developer

• 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.

Job Info

• Job Identification 246820
• Posting Date 12/01/2025, 01:09 PM
• Locations Five Churchill Place, London, Canary Wharf, E14 5HP, GB

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