FX Vol/Rates C++ Developer - City of London

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FX Vol/Rates C++ Developer

City of London

£Competitive

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 funds analytics library.

Responsibilities:

* 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.

Essential Skills:

* 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

To be discuss in further detail click apply and submit your updated CV