We are seeking an experienced Quantitative Developer with strong C++ expertise to join a front-office quantitative technology environment.

The position will focus on building and enhancing high-performance pricing and risk infrastructure used for derivative products. You will work on the underlying technology that supports valuation, analytics, and trading-related workflows, with opportunities to contribute across a range of asset classes.

This is a hands-on development role for someone who enjoys working at the intersection of C++, quantitative finance, numerical computation, and performance engineering .

1. Develop and enhance core components of a derivatives pricing and analytics platform .
2. Analyse existing architecture and identify opportunities to improve code quality, reliability, scalability, and maintainability .
3. Introduce and optimise parallel and concurrent processing to improve the speed of valuation and risk calculations.
4. Investigate performance bottlenecks and apply appropriate techniques to reduce calculation and system latency .
5. Integrate internal components with external technology and third-party libraries where required.
6. Work alongside quantitative specialists to translate new pricing requirements into production-quality software .
7. Implement changes to support new instruments, pricing approaches, and payoff structures .
8. Diagnose and resolve issues affecting quantitative applications and provide ongoing support for existing systems.
9. Participate in technical design discussions and contribute to the evolution of the overall quantitative technology stack.

1. 5+ years of professional C++ development experience , ideally within quantitative finance, trading, pricing, or risk technology.
2. Proven experience developing production-level pricing, valuation, or risk applications for derivatives.
3. Strong understanding of C++ concurrency and multi-threaded programming .
4. Demonstrated ability to profile applications and improve runtime performance and computational efficiency .
5. Solid software engineering skills, including design, debugging, refactoring, testing, and performance tuning .
6. Familiarity with quantitative finance concepts and derivatives valuation methodologies .
7. Comfortable working closely with quants and other technical specialists to turn mathematical requirements into reliable software.
8. A pragmatic approach to maintaining existing systems while delivering new functionality.

Experience in one or more of the following areas would be advantageous:

1. Derivatives pricing and risk
2. Interest Rates
3. Foreign Exchange
4. Equities
5. Commodities
6. Credit
7. Numerical / quantitative libraries
8. High-performance computing
9. Parallel computing
10. Third-party financial technology libraries