C++ Quantitative Analyst Developer - Bond Pricing / Flow Credit / Rates - Investment Bank

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C++ Quantitative Analyst Developer - Bond Pricing / Flow Credit / Rates - Investment Bank

Strong knowledge of fixed income products, and in particular bonds and credit

Extensive experience with C++ :

Participation in large scale projects

Object oriented programming

Comfortable with large scale libraries and working with different profiles (quants, IT etc.)

Ability to propose new design patterns and architectures with a strong emphasis on clean and ordered code with a focus on industrialization.

Prior experience in front office quantitative research is mandatory

Desirable - Experience with development in golang or ADA a plus

The team/projects

We are looking for a strong quantitative developer to join the team to help deliver new perimeters in the target analytics framework. In particular, this role will focus on the coverage of bonds pricing and risk metrics so a strong experience in this domain is required.

The team is in charge defining the global architecture of the pricing libraries, developing and maintaining the coherence of the 'Core' part of the different applications.

Define, maintain and align the platforms' pricers, risk engines and indicators for the purposes of trader risk management, P&L explain, pre-trade pricing and risk control.

Define the global 'Reflection API' framework offering services based on the pricing libraries to export pricing details used in trading application and Middle Office workflows

Define and maintain the generic modelling and valuation frameworks

Role can be paid via a limited company

Adlam Consulting operates as an Employment Agency & an Employment Business.

Applicants must be eligible to work in the specified location