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

- **Company:** Radley James
- **Location:** London, UK
- **Experience:** Starter
- **Contract:** Permanent contract
- **Skills:** Microsoft Excel, Data Analysis, C++ (Programming Language), Cloud Computing, Data Infrastructure, Data Integration, Python (Programming Language), Microsoft Office, Information Technology
- **Published:** July 2, 2026
- **Apply:** https://find.jobs/jobs-near-me/apply/ats-redirect/?id=2850741873-2

## About the Role

* 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

## Description

Quant Developer (C++ & Python | Pricing & Risk)

London | Fulltime

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


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