C++ Quantitative Developer

About the client 

Phi is supporting an Europe-based Tier 1 investment bank with offices in more than 34 countries across the world, counting over 80,000 employees globally. The client provides a variety of advisory and capital-raising solutions to corporations, financial institutions, private equity, governments, and public-sector organizations around the world. With total assets over $1.3trn, they are a major player across the equities and fixed income markets.

About the Programme

Our client’s Global Markets Development team is currently delivering a large strategic initiative to transform and modernise their Intraday platform for Risk and P&L explanation within the FICC desk pricing and risk division. Bank’s systems currently value over a million trades with latency critical valuation, data storage and aggregation requirements, along with comprehensive P&L attribution. With this project being the key pillar of the bank’s business, Phi is looking to on-board a Lead-level C++ Quantitative Developer to support our client on the technology and capital management transformation, focusing on innovative technologies and always striving to meet the business objectives.

About the role 

Phi is currently looking for a talented C++ Quantitative Developer to support our client in this initiative. As part of an international team developing and supporting the risk, market and trade systems for FICC desk pricing and risk analytics the consultant will be working mainly within the Rates and FX parts of the business. Main responsibilities will include working extensively with in-house quantitative pricing libraries, along with collaborating across a global technology team to implement practical solutions and run or contribute to tactical and strategic programmes.

Required skills

• We are looking for a Lead C++ Quantitative Developer with strong technical skills, including extensive expertise in quantitative finance and C++, along with working knowledge of Front Office concepts
• Exposure to various financial products especially within Rates and FX is also important
• The consultant must also have past experience of working with Market and Trade data platforms and providers
• In addition, experience working within low-latency intraday environment is highly valued
• The ideal candidate will have strong verbal and written communication skills, will have experience working within the Investment Banking sector and will have strong analytical and problem-solving skills

This role is a great opportunity to establish yourself as an essential and energetic member of this fast paced and prominent organization within a very dynamic environment. Working along world class engineers will expose you to various innovative technologies and established business practises.