C# C++ Quant DEV

C++ Developer - Fixed Income/Interest Rates

C++ Developer, multi-threading, multi-threaded, STL, Boost, C#, Fixed Income, Interest Rates, Credit Derivatives, Risk, Quant.

A C++ developer is required by a leading investment bank based in the City of London. The client are about to embark on a project to centralise their Risk systems into one core platform. C++ on the Server Side and as such they are looking for three developers to join what will be a Greenfield programme.

The team will be made up of a large number of developers as it picks up momentum and candidates will need to have experience of working in large development teams on enterprise scale, business critical builds ie the likes of BAML Quartz, JPM Athena or similar.

Candidates will be working with a quant technology group so an in depth understanding of the Risk business and Fixed Income/Interest Rates asset class will be imperative. From a technical stand point, successful developers will have an extensive background in C++, either on a Windows or Linux platform (it doesn't matter), multi-threading, STL/Boost and any experience with C# would be beneficial. The GUI to the Risk system will be C# based, so an understanding of the language would be helpful.

It's a long term programme of work, which is likely to run for multiple years so it's a great chance to be a part of an impressive project from its inception.