C++ Quantitative Developer - Contract - McGregor Boyall : Job Details

Quantitative Developer (C++/Python) - Tier 1 Investment Bank Contract Role - London

A rare opportunity has emerged within a leading global investment bank for an experienced Quantitative Developer to join their Front Office team. This is a hands-on development role focused on creating and implementing new analytical interfaces for Risk and Trading libraries.

Key Technical Requirements:

- Strong C++ development skills (60% of development work)

- Python scripting expertise (40% of development work)

- Linux environment experience

- TeamCity familiarity

- Interest Rate/SWAPS product knowledge

- Understanding of Risk analytics and swap curve mechanics Core

Responsibilities:

- Design and implement analytical interfaces for Risk and Trading libraries

- Develop quantitative solutions for rates analytics and risk calculations

- Collaborate closely with Front Office, IT, and Quantitative teams

- Create and maintain robust testing frameworks

The ideal candidate will have:

- 5+ years' experience in a similar quantitative development role

- Strong mathematical/quantitative background

- Proven track record in financial markets, particularly in Rates

- Experience with overnight risk calculations and related processes

If you feel this role i suitable please apply for more details.

McGregor Boyall is an equal opportunity employer and do not discriminate on any grounds.