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| Job Location | London |
| Education | Not Mentioned |
| Salary | Competitive salary |
| Industry | Not Mentioned |
| Functional Area | Not Mentioned |
| Job Type | Permanent , full-time |
Salary: £140-160k base + £60-100k bonus Experience: 3-8 years SummaryFantastic chance for a modern C++ (17 onwards) engineer who wants to be in a more quantitative position to join the core Fixed Income and Commodities Technology group at one of the worlds most prestigious hedge funds. This team forms the backbone of theirin-house pricing libraries for all Fixed Income portfolio management trading teams, and, following this success, are now expanding into Commodities, Credit and FX trading products. Working closely with Quants globally, youll develop fixed income pricing & risk analytics for the in-house pricing library. Greenfield work, youll write efficient, high performing code, as well as design pre-trade analysis tools for PMs. This is a high-impact,hybrid front-office role involving a mix of C++ development, QD and QR work. To be successful in this role, youll enjoy facing off to the business and have outstanding problem-solving skills. A background in linear rates products would be highly advantageous. Skills and Experience Required