A global hedge fund is looking for a high‑calibre C++ Quantitative Developer to join its London based pricing team. This is a pivotal role sitting at the intersection of quantitative finance and high-performance software engineering. You will be responsible for developing and maintaining the foundational framework of their multi-asset pricing engine. Key Responsibilities

Design and implement robust, high-performance C++ code within the global analytics library. Enhance the architecture of our pricing models to ensure scalability and low-latency performance across different asset classes. Maintain high standards of code quality, including performance profiling, unit testing, and architectural reviews.

Required Qualifications:

A Bachelor’s degree (or higher) in a STEM subject (Mathematics, Physics, Computer Science, Engineering) from a Russell Group university or a global equivalent. 4+ years of professional experience writing modern, performant C++ within the financial services industry. A solid grasp of financial mathematics and derivative pricing. Proven track record in a front-office or middle-office environment.

Preferred Skills:

Direct experience as a Pricing Quant specializing in Options. Experience with Volatility modelling or exotic products. Cross-asset knowledge (Equities, FX, and Rates).

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