Quantitative Analyst Developer (C++) - Permanent (London/Woking)
About us
Kace 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 job
- Write high-performance real-time analytics code in C++20
- Collaborate with traders, modellers and other engineers, to design pricing algorithms for a changing market
- Construct and maintain test data for regression testing and back-casting of algorithms
- Provide support and assist in troubleshooting issues
- Continuously improve and optimise existing models and algorithms
- Stay up-to-date with the latest developments in quantitative finance and technology
About you
- Strong 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 construction
- Experience with mathematical modelling, numerical methods, and algorithm development, and associated tooling
- Strong problem-solving and analytical skills
- Experience with version control and issue tracking tools (git, Jira)
- Naturally inquisitive, with a strong desire to keep learning
- Combining a rigorous theory-driven approach with the pragmatism to get things done
- Strong attention to detail and ability to work with a high degree of accuracy
- Proven ability to manage multiple tasks and projects simultaneously
- Self-motivated and comfortable switching between independent and collaborative working
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