The objective of the course is to teach students fundamentals of C++ and demonstrate several applications from quantitative finance and algorithmic trading. The course does not assume any previous knowledge of C++. After course completion the students will be able to code simple applications in C++ from quantitative finance and algorithmic trading areas, understand the fundamental concepts of C++ language. During the tutorials students will practice how to perform interest rate curve interpolation, how to perform algorithmic hedging of fixed income portfolio and to design a simple booking algorithms in C++ including derivative trades, positions, risk and delta-hedging. Students will also study how to implement counter party credit risk estimation for simplest derivatives. The course does not cover the design patterns of the advanced programming. The course also introduces the student 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.