Quant Developer - C++ and OCaml

  • £80,000 - £150,000
  • Londres, Angleterre, Royaume-Uni
  • CDI, Plein-temps
  • Oxford Knight
  • 19 sept. 17

The chance to work as a Quant Developer for this world leading financial organization in their most challenging, analytical and technically innovative team.



My client covers the full range of asset classes and instruments from the simplest sub-millisecond valuation to complex structures that can take hours to simulate and price. On a technical level this requires solving hard computer science problems that require expertise and collaboration to overcome.


The backend uses variety of models from simple close-form formula, through stochastic PDE to Monte Carlo Simulation in order to provide high quality numbers.


Tech: they use C++ for backend, OCaml to represent financial algebra and Python for testing and prototyping. They are advancing towards containers, micro-services and modular offline development.


The team are very passionate about researching development fields like machine learning, big data solutions and cloud computing.




*Bachelors degree in Computer Science / Maths / Physics or related subject from a world-leading institution.

*Exceptional OO Programming skills, data structures and algortihms.

*2+ years programming experience in ANY industry - they are hiring for technologists so finance experience is not required.



*Market leading base salary + bonus

*Stunning offices in central London

*Top benefits – pension, health, fitness, life insurance, cycle to work, childcare etc etc


If you feel you are a match - please get in touch:



Key words: C++, Quant Developer, OCaml, Functional Programming, FP, Monte Carlo, Low Latency