Job Title: Contract C++ Quant Developer - Core Library ArchitectRole OverviewWe are seeking a highly skilled Contract C++ Quant Developer to join our Equity Derivatives Quant team within Global Banking and Markets. This role is focused on the design and implementation of the core quantitative pricing library architecture, supporting structured equity derivatives. The successful candidate will play a pivotal role in building robust, scalable, and high-performance infrastructure for pricing, risk, and Pandamp;L analytics.This is a C++ development role, requiring deep expertise in modern C++ and quantitative finance. You will work closely with Quantitative Modellers, Traders, Risk, Finance, and Technology teams to deliver mission-critical components of our quant platform.Key ResponsibilitiesArchitect and implement the core quant pricing library in C++ for structured equity derivatives.Design and build infrastructure for: FRTB IMA regulatory reportingEnd-of-day and intraday risk and Pandamp;L calculationsMarket data marking pipelinesCollaborate with Quant Modellers to integrate models into the core library.Develop quantitative tooling to support analytics and reporting.Ensure high performance, reliability, and maintainability of the codebase.Engage with global stakeholders across trading, risk, and technology.Essential Skills andamp; Experience5+ years of professional C++ development experience, ideally with Visual Studio 2022.Proven experience in designing and building quant ..... full job details .....