C++ Developer - Alan Partners
Core
Building and enhancing high-performance pricing and risk infrastructure for derivative products, supporting valuation, analytics, and trading workflows.
Role type
Senior IC quantitative C++ developer (derivatives)
Builds
Production-level pricing, valuation, and risk applications for derivatives
Domain
Quantitative finance / Derivatives
Deliverable
production ML models | product features
Required skills
C++ development, quantitative finance concepts, derivatives valuation methodologies, C++ concurrency and multi-threaded programming, application profiling, performance tuning, software design and debugging, refactoring, testing
Preferred skills
Experience with interest rates, foreign exchange, equities, commodities, or credit; numerical/quantitative libraries; high-performance computing; parallel computing; third-party financial technology libraries
Technologies
C++
Responsibilities
Develop and enhance core components of a derivatives pricing and analytics platform; Analyse existing architecture to improve code quality, reliability, scalability, and maintainability; Introduce and optimise parallel and concurrent processing to improve valuation and risk calculation speed; Investigate performance bottlenecks to reduce calculation and system latency; Integrate internal components with external technology and third-party libraries; Work with quantitative specialists to translate pricing requirements into production-quality software; Implement changes to support new instruments, pricing approaches, and payoff structures; Diagnose and resolve issues affecting quantitative applications; Participate in technical design discussions.
Seniority
Senior, hands-on IC