Quant Developer

About the role

We have rebuilt our core quantitative engine into a high‑performance, next‑generation C++ library. To finish the migration of the remaining logic and ensure the new engine is clean, adaptable and precise, we are looking for an experienced C++ developer to join the team for a six‑month fixed‑term contract.

Key responsibilities

• Migrate residual logic from the legacy library into the new high‑performance C++ engine.
• Design clean, adaptable code that supports future enhancements.
• Validate and reconcile mathematical formulas to guarantee numerical precision.
• Collaborate with IT colleagues to test performance, scalability and production deployment.

Required profile

• Strong experience with modern C++ (C++17) and large shared codebases.
• Familiarity with Python for testing and validation.
• Proficiency with Git for source control.
• Ability to understand and reconcile complex financial mathematics and algorithms.
• Solid background in Fixed Income products such as rates, bonds, credit, inflation, XVA, derivatives or cash flows.

Required skills

• C++ (C++17)
• Python
• Git

What we offer

• Six‑month fixed‑term contract (PAYE).
• Hybrid working model – part office, part remote.