Vacancy detail

Core C++ Developer / Strat, (Greenfield opportunity)

£140,000 – £210,000 plus bonus / benefits

Location: United Kingdom (London – London) Type: Permanent Skills: C++; greenfield; python; risk; platform, core

This person will take a crucial position in the redesign of the risk platform. This is a firm-wide tool that touches every aspect of a global business in every energy / financial asset class (Power, Gas, Oil, LNG, Carbon Certificates etc).

You will join a top team of; Traders, Quants, Software Engineers and Data Scientists in a group that are thought leaders within the energy trading space.


  • Work directly with Chief Risk Architect to build out the core components of the new risk platform
  • Collaborate closely with quant teams to implement high-performance pricers for full spectrum of physical and financial trades
  • Integrate proprietary market feeds and internally generated data into the risk platform to provide intra-day, near real-time functionality to users
  • Architect APIs to expose functionality to trading desks and to various GUIs
  • In the initial stages, help define and configure the platform's infrastructure, based on platform scalability requirements and in close exchange with Risk Architect
  • Partner with traders and Commercial Analysts globally to refine the platform's functions using real-life trades from selected pilot desks
  • Strive to implement clean, well-documented, tested, and extensible code

The ideal candidate:

  • 5+ years' experience/full proficiency in C++; 2+ years' experience in Python
  • Substantial prior experience with implementing a risk/pricing/trade valuation engine in C++
  • Versatile, well-rounded software engineering skills; outstanding analytical ability to break down requirements into components and architect a system that fully addresses these requirements
  • Ability to rapidly learn new functional and technical concepts and apply them to a given challenge
  • Experience implementing high-performance algorithms & grid computations
  • Master's/PhD in computer science, applied mathematics, financial engineering, or an equivalent field from a top university
  • Entrepreneurial drive to build a completely new risk system within a small core quant/dev team
  • Excellent communication and interpersonal skills to drive interactions with stakeholders
  • Self-motivated with the ability to prioritize and meet agreed-upon deadlines
  • Excellent English oral and written skills

Additional desirable qualifications:

  • Experience with parallel programming, high-frequency data processing, algorithmic trading, or similar
  • SysAdmin experience, e.g. cloud infrastructure, Redis, Kafka, CMake, network sockets tech
  • Prior exposure to third-party risk platforms (such as Beacon), e.g. as a user in a quant team
  • Prior experience with financial and physical energy commodities trading, especially power trading

Reference: AMC/AMO/DM10876

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