Students will learn the fundamentals of C++ with applications from quantitative finance and algorithmic trading. The course does not assume any previous knowledge of C++. During the tutorials students will perform interest rate curve interpolation and algorithmic hedging of fixed income portfolio; they will also design simple booking algorithms in C++ including derivative trades, positions, risk, and delta-hedging. Students will also study how to implement counterparty credit risk estimation for simplest derivatives. The course also introduces students to the various aspects of Standard Library in C++ where the algorithms and data structures are implemented. Throughout the course, the sample questions from quant interviews and the solutions to them are presented.