C++ Quant Developer. Risk Management & Pricing Platforms. £90,000

  • £90,000
  • London, England, United Kingdom
  • Permanent, Full time
  • Gravitas Recruitment Group
  • 14 Sep 17

C++ Quant Developer. Risk Management & Pricing Platforms. £85,000 This role is for a C++ Quantitative developer to analyse, understand and implement derivative models and risk management procedures for the Fixed Income Derivatives Space.

C++ Quant Developer. Risk Management & Pricing Platforms. £85,000

This role is for a C++ Quantitative developer to analyse, understand and implement derivative models and risk management procedures for the Fixed Income Derivatives Space.

Working closely with stakeholders to create C++ risk management solutions in areas such as: Reg change, Derivative pricing & Risk (market, credit and liquidity). My client is currently looking for 3 Headcount in order to build P&L calculations new methodology implementations as well as new C++ model factories and libraries.

These C++ Quant Developer positions are paying up to £90,000 + Benefits + Bonus.


Skill Set Requirements;

  • A master degree in a numerate subject; Mathematics, Financial Mathematics, Physics, Engineering.
  • Understanding of stochastic calculus and basic asset pricing.
  • Experience in C++ Coding
  • Financial regulations, model validation, market risk management, liquidity management, is also a big plus.

If you are interested in this C++ Quant Development role, please do not hesitate to send your CV in asap to r.katz@gravitasrecruitmentgroup.com to discuss further.