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C++ Quant Engineer Macro

Job LocationLondon
EducationNot Mentioned
SalaryCompetitive salary
IndustryNot Mentioned
Functional AreaNot Mentioned
Job TypePermanent , full-time

Job Description

C++ Quant Engineer (Macro)Asset Management Firm - London, UKTotal Comp: £150k - £350k+My client are a multi-asset, institutional investment firm. They are seeking a strong Quant Engineer (C++) to join their Macro Technology team in London. Successful candidate will have knowledge in linear rates, and software engineering expertise in C++and Python.Responsibilities include:

  • Developing for interest rates trading
  • Maintenance of existing financial modelling software systems
  • Interacting with trading desks and other business partners
  • Working with a broader global team to develop cutting edge, cross-asset analytics
Skills/ Requirements:
  • PhD, MSc or BSc in Computer Science, Engineering or technology related field
  • Advanced post graduate degree in financial or STEM related fields
  • Strong C, C++ and Python expertise
  • 3+ years experience building fixed income libraries in production systems
  • Expertise in bond, inflation and G10 swaps analytics is vital
  • Experience in migrating C library to C++ is highly valued
Advantageous:
  • Familiarity in swap conventions and experience in library development for libor reform
  • Experience in PnL attribution and portfolio stressing
  • Data manipulation and database experience
  • Experience with BPIPE and multi-threading
Apply now for immediate consideration

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