C++ Quant Developer (pricing/risk) - Multi-Strat Systematic Fund

A leading systematic multi-strategy hedge fund is looking to expand its front-office Pricing, Risk & Analytics team with the addition of a Quant Developer. Working across multiple asset classes in a technology-driven environment, you’ll contribute to the development of next-generation pricing and risk analytics used directly by trading teams.

As a Quant Developer, you’ll:

• Develop and enhance C++ pricing and risk analytics across multiple asset classes
• Build and support front-office tools delivered via cloud, Python, and Excel
• Partner closely with quants, traders, and risk teams on greenfield projects and new model implementation
• Improve testing frameworks, data integration, and analytics infrastructure

• Bachelor’s degree in Computer Science, Mathematics, or a related quantitative discipline
• 1-3 years’ commercial C++ development experience (Python is highly desirable)
• Exposure to pricing, risk, or quantitative analytics within a trading environment
• Strong communication skills and the ability to thrive in a lean, collaborative team

Offering a highly competitive compensation package, excellent career progression, and a flexible hybrid working model.