Quantitative Developer

Quantitative Analyst Developer (C++) - Permanent (London/Woking)About usKace (BGC Group) is a developer of real-time calculation software for the financial markets. We are part of leading global brokerage company BGC Partners Inc. Our proven and reliable technology has been supporting some of the largest global financial services companies for 30 years. We are looking for an experienced quantitative C++ developer to join the team working on our flagship financial modelling platform.About the jobWrite high-performance real-time analytics code in C++20Collaborate with traders, modellers and other engineers, to design pricing algorithms for a changing marketConstruct and maintain test data for regression testing and back-casting of algorithmsProvide support and assist in troubleshooting issuesContinuously improve and optimise existing models and algorithmsStay up-to-date with the latest developments in quantitative finance and technologyAbout youStrong background in C++ programming, including modern C++Experience with financial markets and quantitative finance, particularly in fixed income products, e.g. bond pricing and yield curve constructionExperience with mathematical modelling, numerical methods, and algorithm development, and associated toolingStrong problem-solving and analytical skillsExperience with version control and issue tracking tools (git, Jira)Naturally inquisitive, with a strong desire to keep learningCombining a rigorous theory-driven approach with the pragmatism to get things doneStrong attention to detail and ability to work with a high degree of accuracyProven ability to manage multiple tasks and projects simultaneouslySelf-motivated and comfortable switching between independent and collaborative working