C++ Quant Developer - Foreign Exchange

City of London Temporary
  • Exciting C++ contract opportunity working for international banking
  • Excellent dayrate opportunity working within Analytics and Financial Engineering

About Our Client

Our client is a Canadian multinational banking and financial services company. Having more than 90.000 employees, they offer a range of products and services including personal and commercial banking, wealth management, corporate and investment banking.

Job Description

The successfull C++ Quant Developer - Foreign Exchange will be;

  • Developing valuation models for interest rate derivatives products, and ensures the theoretical soundness, the numerical accuracy, and the implementation correctness of these models
  • Developing robust, reliable and user-friendly front office analytics for pricing, hedging, risk management and P&L attribution for both intraday and end of day
  • Providing daily and on demand quantitative support to the business in a timely manner related to valuation, risks, PnL attribution, hedging and so on
  • Providing subject matter expertise to model stakeholders such as the business, risk management, audit, product control and technology groups during and post of the model implementation

The Successful Applicant

The successful C++ Quant Developer - Foreign Exchange will have;

  • PhD or master's degree in Mathematics, Computer Science, Software Engineering, Physics or other quantitative areas
  • 3+ years' experience in interest rate derivatives products and their valuation models
  • Solid background in PDE, Monte-Carlo and stochastic calculus
  • Strong programming skills in C++, C++11 or higher version; experience with other programming languages such as Python
  • Good communication and interpersonal skills and a team player
  • Ability to work well in a fast-paced environment with changing priorities

What's on Offer

Our client is offering an attractive day rate for a 6 month contract with a possibility of extension. They are able to offer working from home with ability to go to the office if preferred in a world leading investment bank.

Doga Dogan
Quote job ref
Phone number
+44 207 645 1478

Job summary

IT Development
Financial Services
City of London
Contract type
Consultant name
Doga Dogan
Consultant phone
+44 207 645 1478
Job reference