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Quant developer

Cross (BS26 2)
Permanent
Barclays
Developer
Posted: 12h ago
Offer description

Role: Quant Developer

Location: London

Length: 6 months

PAYE only



Overall purpose of the role:


We’ve rebuilt our core quantitative engine from the ground up into a high-performance, next-generation library. Most of the calculations are migrated, but we need your help to cross the finish line.

If you are a sharp C++ Developer who loves clean architecture, algorithmic precision, and high-performance code, we want you on the team.

Key Accountabilities:


* Bridge the Gap: Migrate the residual logic from our legacy library into the new, high-performance C++ engine.

* Build for Tomorrow: Ensure the new code isn't just a copy—it must be clean, adaptable, and optimized for future enhancements.

* Protect Precision: Reconcile mathematical formulas to guarantee numerical outcomes are perfectly consistent (or better) than the original library.

* Scale Up: Partner with IT colleagues to test performance, scalability, and seamless delivery into production.


Key Skills:


1. Core C++: Strong experience with C++ ( C++17).

2. Large Codebases: Comfortable working in large, shared ...

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