C++ Quant - Fixed Income Pricing - Investment Bank
C++ Quant - Fixed Income Pricing - Investment Bank
Our client, a leading Investment Bank, are looking for a C++ Pricing Quant to work within their Fixed Income division, specifically focusing on Credit Pricing.
They are looking for someone who can:
- Design and deploy mathematical models for the Credit Desk to be used in Pricing and Trading.
- Work on expanding their model calibration and market data analytics tooling.
- Build models predominantly in C++, whilst also leveraging Python.
- Take requirements directly from the Traders and translate these in to Quantitative solutions.
- Bring experience working with Black-Scholes, volatility modelling and other pricing methodologies.
They need someone who:
- Has extensive experience working in a Fixed Income pricing team.
- Has strong previous experience working with FRTB.
- Has very strong C++ modelling skills.
This is a PAYE contract, paid through an Umbrella company.
If interested, please apply through this advert.
Reference: 2888487606
C++ Quant - Fixed Income Pricing - Investment Bank

Posted on Jan 29, 2025 by Vertus Partners
C++ Quant - Fixed Income Pricing - Investment Bank
Our client, a leading Investment Bank, are looking for a C++ Pricing Quant to work within their Fixed Income division, specifically focusing on Credit Pricing.
They are looking for someone who can:
- Design and deploy mathematical models for the Credit Desk to be used in Pricing and Trading.
- Work on expanding their model calibration and market data analytics tooling.
- Build models predominantly in C++, whilst also leveraging Python.
- Take requirements directly from the Traders and translate these in to Quantitative solutions.
- Bring experience working with Black-Scholes, volatility modelling and other pricing methodologies.
They need someone who:
- Has extensive experience working in a Fixed Income pricing team.
- Has strong previous experience working with FRTB.
- Has very strong C++ modelling skills.
This is a PAYE contract, paid through an Umbrella company.
If interested, please apply through this advert.
Reference: 2888487606

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