Senior C++ quantitative Developer – Equity derivatives Pricing – LunaLogic

1. Context

We are recruiting on behalf of a leading financial institution in London. The role sits within the front-office quantitative development team, dedicated to building and enhancing high-performance pricing libraries and low-latency architectures for equity derivatives. This is a key position for an experienced C++ developer who thrives in fast-paced trading environments and wants to contribute to cutting-edge quantitative solutions.

2. Objectives
Design, develop, and optimize C++ pricing libraries for equity derivatives.
Contribute to the architecture of low-latency trading systems .
Implement and leverage advanced computing techniques (e.g., GPUs, AAD, SIDM) to improve model efficiency.
Collaborate with quants and traders to deliver robust, scalable, and high-performance solutions.
Ensure code quality and long-term maintainability in a mission-critical production environment.
3. IT and Functional Skills

Required:

Expert proficiency in C++ (modern standards, advanced techniques) .
Proven experience in equity derivatives pricing libraries or low-latency system design .
Strong knowledge of performance optimization, memory management, and multithreading.
Hands-on experience with GPUs , Algorithmic Differentiation (AAD) , or SIDM .

Preferred:

Previous experience in a front-office environment .
Solid understanding of derivatives products and pricing methodologies .
Exposure to Python or other complementary languages for prototyping.
4. Soft Skills
Strong analytical and problem-solving mindset.
Ability to work under pressure in a fast-paced trading environment .
Clear and structured communicator, able to collaborate effectively with quants, traders, and technologists.
Rigorous, detail-oriented, and quality-driven.
Proactive and adaptable, with a focus on delivering results.
5. Mandatory Requirements
Minimum 8 years of professional experience in quantitative development or trading technology.
Demonstrated track record in C++ development for financial markets .
Direct exposure to equity derivatives pricing libraries or low-latency trading architectures .
Advanced technical expertise with cutting-edge tools (e.g., GPUs, AAD, SIDM ).
Previous front-office/front-office quant team experience is a strong advantage.