Contract C++ Quant Developer - FICC - London

Company : Investigo

Job Type : Contract

London

Number of Applicants

000+

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Job Description - Contract C++ Quant Developer - FICC - London

Contract Quantitative Developer (C++) – FICC Front Office (London)

Role Overview

Fixed Income, Currencies & Commodities (FICC) Quants within Global Banking and Markets are seeking a C++ Quantitative Developer specialising in Rates and Credit Derivatives. The role focuses on the development and support of pricing, risk, and P&L infrastructure around a core quantitative pricing library, working closely with quantitative modellers, trading desks, risk, finance, and technology teams. This is a hands-on development role combining pricing system engineering, risk infrastructure, and production support in a fast-paced front-office environment.

Key Responsibilities

Support the design and implementation of pricing, risk, and P&L infrastructure around the core pricing library
Assist quantitative modellers in developing and maintaining the core pricing library
Develop quantitative tooling supporting the broader platform
Provide daily support for pricing and risk issues within quant libraries
Design, develop, and integrate intraday pricing, risk, and P&L calculations
Build and maintain end-of-day risk and P&L systems, supporting migration away from legacy vendor platforms
Design and integrate market data pipelines
Work closely with trading desks, quants, risk, finance, and technology teams across global locations

Essential Requirements

Experience

3–7 years’ experience as a Quantitative Developer, IT Developer, or in a trading environment
Experience working with large quant or pricing libraries
Strong C++ development experience (5+ years preferred)
Exposure to financial markets environments (Rates, Credit, FX, or Equities)

Technical Skills

Strong C++ development (preferably modern environments such as Visual Studio 2022)
Experience with Git, pull requests, peer review, and CI/CD pipelines (e.g. Jenkins)
Understanding of Windows and/or UNIX/Linux environments
Familiarity with automated testing and development workflows

Quant / Product Knowledge

Understanding of derivatives pricing models used in investment banking
Knowledge of interest rate swaps and basic bootstrapping techniques
Understanding of risk sensitivities, stress/shock scenarios, VaR, ES
Awareness of P&L explain and attribution concepts
General understanding of trading, pricing, and risk relationships

Education

Degree in Mathematics, Physics, Engineering, Computer Science or related scientific discipline
Strong academic background preferred (top-tier university advantageous)

Desirable Skills

Knowledge of distributed computing and serialisation techniques
Experience with scripting languages (Python, Perl, Shell, C#, Java, VBA)
Cross-platform C++ development experience
Good Excel skills
Experience in data analysis
Familiarity with fast-paced, multi-tasking development environments

Soft Skills

Strong act with traders and quants
Ability to handle reactive production support and day-to-day issues
Quick learner, able to work across legacy and modern codebases
Comfortable working in a front-line, high-pressure environment
Pragmatic mindset with understanding of business context behind development work

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Contract C++ Quant Developer - FICC - London

Job Description - Contract C++ Quant Developer - FICC - London

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