C++ Quantitative Developer - HFT - Global Hedge Fund

C++ Quantitative Developer - High-Frequency Trading | Global Hedge Fund Bonhill Partners are supporting a leading global hedge fund in their search for a C++ Quantitative Developer to join their High-Frequency Trading (HFT) team. This is a unique opportunity to work at the cutting edge of quantitative trading, leveraging your expertise to optimize performance in a fast-paced, data-driven environment. Key Responsibilities: Design and implement a low-latency, high-frequency trading platform, handling real-time market data and executing trades globally. Contribute to the development of a research platform. Optimize parallel computation problems, ensuring efficient data sharing across distributed systems. Enhance the computational efficiency of machine learning algorithms. Key Requirements: Strong experience in C++ and proficiency in Python. Deep understanding of data structures, algorithms, and object-oriented programming. Familiarity with cloud computing frameworks (AWS, GCP, or similar) is a plus. Linux and Bash scripting expertise. Experience with Go and Rust is advantageous. Exceptional problem-solving skills and a detail-oriented mindset. This is an exciting chance to join a top-tier hedge fund at the forefront of algorithmic trading and quantitative research. If you’re interested, please apply. Looking forward to connecting!