Contract C++ Quant Developer - FICC - London

Design, develop, and integrate intraday pricing, risk, and P&L calculations Build and maintain end-of-day risk and P&L systems, supporting migration away from legacy vendor platforms Design and integrate market data pipelines Work closely with trading desks, quants, risk, finance, and technology teams across global locations Essential Requirements Experience 3-7 years' experience as a Quantitative Developer, IT Developer, or in a trading environment Experience working with large quant or pricing libraries Strong C++ development experience (5+ years preferred) Exposure to financial markets environments (Rates, Credit, FX, or Equities) Technical Skills Strong C++ development (preferably modern environments such as Visual Studio 2022) Experience with Git, pull requests, peer review, and CI/CD pipelines (e.g. Jenkins) Understanding of Windows and/or UNIX/Linux environments Familiarity with automated testing and development workflows Quant / Product, Knowledge Understanding of derivatives

pricing models used in investment banking Knowledge of interest rate swaps and basic bootstrapping techniques Understanding of risk sensitivities, stress/shock scenarios, VaR, ES Awareness of P&L explain and attribution concepts General understanding of trading, pricing, and risk relationships Education Degree in Mathematics, Physics, Engineering, Computer Science or related scientific discipline Strong academic background preferred (top-tier university advantageous) Desirable Skills Knowledge of distributed computing and serialisation techniques Experience with scripting languages (Python, Perl, Shell, C#, Java, VBA) Cross-platform C++ development experience Good Excel skills Experience in data analysis Familiarity with fast-paced, multi-tasking development environments Soft Skills Strong act with traders and quants Ability to handle reactive production support and day-to-day issues Quick learner, able to work across legacy and modern codebases Comfortable working in a front-line, high-pressure environment Pragmatic mindset with understanding of business context behind development work