Our client is a Hedge Fund based in London who are looking for C++ Quant Developers in the FX/Rates space. This is a new and exciting role which has arisen due to an increase for quant development work and expansion of the fund's analytics library.
- Assist development team to build and maintain a pricing engine, to satisfy the requirements of the FX/Rates trading desk.
- Functional Requirements: To gather, understand, and analyse functional requirements directly from the portfolio managers.
- Minimum 2 years experience
- Relevant academic background in Computer Science, Mathematics, Physics or Engineering
- Advanced coding skills in C++ with exposure in building an analytics library
- FX product knowledge
- Risk Calculations