Location
london
Job Type
Full-time
Posted
May 31, 2026
Job Description
Overview
Fixed Income Currencies and Commodities (FICC) Quants (a division of Global Banking and Markets) are looking for a C++ developer specialising in Rates and Credit Derivatives.
The candidate will be expected to:
Responsibilities
- Assist the design and implementation of pricing, risk and P&L infrastructure surrounding the core pricing library
- Assist the Quantitative Modellers to develop the core pricing library
- Develop the Quantiative tooling required to support the platform
- Daily support for quant library pricing and risk issues
- Design, development and integration of intraday pricing, risk and P&L calculations
- Design, development and integration of end-of-day risk and P&L calculations allowing the retirement of the legacy vendor platform
- Design, development and integration of market data pipelines
Role context
The candidate should expect to have day-to-day inter...