Quantitative Developer
7 days ago
Harrington Starr is seeking a skilled Quantitative Developer to join their team in London.
Key Responsibilities:
- Design and implement high-performance pricing algorithms in C++20
- Collaborate with traders and modellers to develop financial models
- Support the development of the financial modelling platform
- Work with fixed income products, including bond pricing and yield curve construction
- Utilize version control systems, such as Git and/or Jira
Requirements:
- Proficiency in C++20 and experience with high-performance coding
- Knowledge of pricing algorithms and financial modelling
- Regression testing experience (ideally)
- Experience working with fixed income products
- Version control experience, including Git and/or Jira
About Harrington Starr:
Harrington Starr is a leading global brokerage firm, and this role will provide the opportunity to work with some of the largest financial services companies in the world.
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