Quantitative Developer - C++- Leading Systematic Quant Fund

Our client is a leading tech-driven quant and systematic hedge fund trading with offices across the globe. They leverage deep knowledge in data, research, technology and trading to deliver high-quality returns. This opportunity offers a dynamic and fast-paced environment with excellent scope for career growth.

Responsibilities:

• You will be working within a trading desk (in opposition to core roles), which means that your contribution will have a direct and immediate impact on the desk's success
• Placing you as a key member of a Quant Dev team working closely with Quant Researchers and Quant Traders.
• A role with the potential to touch many aspects of algorithmic trading, including ultra-low-latency trading engine (tracking nanoseconds), research platform (Terabytes of data per day), and analytics infrastructure (Massive cloud computing)
• Opportunities to solve hard technical challenges critical to the desk's success

Skills & Experience Required:

• Preferred industries for this role are: buyside finance, big tech, or gaming
  
• Excellent knowledge and experience using modern C++
• Good understanding of what is happening behind the abstractions - be it CPU, memory, OS, network
• Ability and willingness to take full ownership of the work - taking projects all the way from an idea to a delivered solution
• Good communication skills in a dynamic environment
• Python highly desirable
• 2+ years of experience in a quantitative trading environment highly desirable

NB: A pplications only accepted from those located in the US or Europe

Whilst we carefully review all applications, to all jobs, due to the high volume of applications we receive it is not possible to respond to those who have not been successful.

Contact
If this sounds like you, or you'd like to know more, please get in touch!

Sam Jenkins
[email protected]
+44 (0 )20 7663 2734
linkedin.com/in/sam-jenkins-b517021b4