Contract Opportunity - Quant Developer

We're working with a leading financial institution on a long-term project within their Equity Derivatives Quant team. They're looking for a skilled C++ developer with strong Front Office experience to help build and evolve their pricing and risk infrastructure.

The setup:

• London (Canary Wharf), 2-3 days onsite/week
• Up to £1000/day (Inside IR35 via umbrella)
• 6 months, with potential for long-term extensions

What's the role about?

You'll be part of a team modernising key systems used for pricing, risk, and P&L calculations. The work is hands-on and collaborative, involving close interaction with traders, quants, and tech teams across global locations.

What you'll need:

• Strong C++ development experience
• Solid Python skills (5+ years)
• Experience working in Windows/Linux environments
• Background in equities, derivatives, or similar asset classes (FX, commodities also considered)
• Prior experience building or supporting trading systems in a banking environment

Nice to have:

• Familiarity with Sophis (Legacy tool)
• Understanding of pricing models, market data pipelines, and risk measures
• Academic background in maths, physics, or engineering

Candidates must be UK citizens or hold ILR to be considered.

If this sounds relevant, feel free to get in touch or share with someone in your network.