Quant Developer (Library Quant – Rates) | C++ / Python
Leading Hedge Fund | London
Compensation: Highly competitive
We are hiring a Quant Developer (Library-focused) to build and enhance core pricing and risk libraries within a leading hedge fund platform.
This role sits close to the trading desk , but with a clear focus on high-quality quantitative library development .
What you will be doing
- Develop and maintain C++ pricing / risk libraries for Rates products
- Work alongside quants and traders to translate models into production-grade code
- Improve performance, robustness, and scalability of core analytics
- Support model integration across trading systems
What we are looking for (strict)
- Strong C++ (production-grade, object-oriented + performance-aware)
- Good Python for prototyping / testing
- Solid understanding of Rates products (IR derivatives, curves, pricing)
- Experience building quant libraries , not just using them
Strong preference
- Background similar to top-tier quant devs (e.g. desks like QSG / Strat / FO Quant Dev)
- Experience working closely with modelling teams or traders
Not a fit if
- Pure software engineer with no quant exposure
- Pure quant analyst with minimal engineering depth
- No Rates experience