C++ Quant Engineer Macro - London, United Kingdom - eFinancialCareers

eFinancialCareers
eFinancialCareers
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London, United Kingdom

1 week ago

Tom O´Connor

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Tom O´Connor

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Description

C++ Quant Engineer (Macro)

Asset Management Firm - London, UK

Total Comp:
£150k - £350k+

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, crossasset 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 multithreading
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