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