Quant Developer, C++/Python, Bonds/Swaps

Global financial technology industry leader has immediate need for a Quantitative Developer with hands on C++ development skills for a unique opportunity building strategic solutions for research and live trading of quantitative strategies and trading systems. This is a unique opportunity to grow your career with the team while building the next generation of Rates and/or Credit products. Excellent, hands on C++ coding skills and experience writing production quality code is required. Recent quantitative development experience with Bonds and Swaps in a leading financial services or fintech firm is required.

Responsibilities

• Develop C++ libraries for FX, Rates, Credit analytics used in research, back-testing, and live trading
• Integrate analytics libraries into research infrastructure for trading teams research and trading
• Partner with internal stakeholders to source market data for real time and historical analytics
  
  

Requirements

• 3-5 years of professional software engineering experience using C++ and Python in a financial services/fintech production environment.
• Bachelor's degree or above in CS, Applied Mathematics, Engineering, Physics, or similar.
• Deep knowledge of object oriented programming, design patterns, and data structures
• Familiarity with instrument pricing and risk software patterns
• Fluency in C++ with familiarity in Python.
• Quantitative experience in Rates and/or Credit products (e.g., bonds and swaps)
• Detail oriented with ability to work independently in a collaborative, team based environment.