Amass Technology are looking for a C++ Quant Engineer with strong capital markets experience to join a leading client of a Contract basis.
Key Responsibilities
- Design, develop, and optimise high-performance C++ systems within a capital markets environment
- Work closely with quantitative analysts and trading teams to implement complex financial models
- Enhance and maintain pricing, risk, and analytics components for Fixed Income and FX products
- Contribute to low-latency, high-throughput system architecture and performance tuning
- Collaborate with distributed teams, ensuring seamless integration into existing workflows
- Troubleshoot and resolve issues in production systems with a focus on stability and efficiency
Required Experience & Skills
- Strong expertise in modern C++
- Proven experience in capital markets, specifically Fixed Income and/or FX
- Demonstrated ability to work on quant-heavy systems, including pricing models and risk analytics
- Experience developing performance-critical, low-latency applications
- Solid understanding of data structures, algorithms, and system design for high-performance computing
- Experience working in a collaborative, fast-paced trading or financial engineering environment
- Ability to quickly integrate into existing teams and contribute effectively with minimal ramp-up
Preferred Qualifications
- Familiarity with quantitative libraries and financial modelling frameworks
- Experience with Linux-based development environments
- Exposure to multi-threading, concurrency, and distributed systems
- Background in numerical methods or financial mathematics