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Quant Developer

Company

Cantor Fitzgerald

Location

london, england

Type

Full-time

  • Development and integration of new “calc types”.
  • Extend the in-house bond pricing library to support new calculation types (e.g., price-to-yield, DV01, accrued interest).
  • Implement and validate quantitative models for fixed income instruments.
  • Ensure rigorous unit and regression testing for all enhancements.
  • Collaborate with quants and developers to clarify requirements and resolve ambiguities.
  • Maintain high standards of code quality and documentation.
  • Support integration with real-time pricing systems and downstream consumers.
  • Strong C++ development experience in a team environment.
  • Solid understanding of fixed income pricing concepts and risk measures.
  • Experience in real-time, event-driven systems.
  • Familiarity with quantitative libraries and numerical methods.
  • Ability to work methodically on detail-oriented tasks over extended periods.
  • Strong problem-solving skills and ...

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