Quantitative Developer (C++/Python) - Tier 1 Investment Bank Contract Role - London A rare opportunity has emerged within a leading global investment bank for an experienced Quantitative Developer to join their Front Office team. This is a hands-on development role focused on creating and implementing new analytical interfaces for Risk and Trading libraries. Key Technical Requirements: - Strong C++ development skills (60% of development work) - Python scripting expertise (40% of development work) - Linux environment experience - TeamCity familiarity - Interest Rate/SWAPS product knowledge - Understanding of Risk analytics and swap curve mechanics Core Responsibilities: - Design and implement analytical interfaces for Risk and Trading libraries - Develop quantitative solutions for rates analytics and risk calculations - Collaborate closely with Front Office, IT, and Quantitative teams - Create and maintain robust testing frameworks The ideal candidate will have: - 5 years' experience in a similar quantitative development role - Strong mathematical/quantitative background - Proven track record in financial markets, particularly in Rates - Experience with overnight risk calculations and related processes If you feel this role i suitable please apply for more details. McGregor Boyall is an equal opportunity employer and do not discriminate on any grounds. ADZN1_UKTJ