Quantitative Developer (C++)

The client is a Systematic Hedge Fund with offices worldwilde. They have been around for over a decade and specialise in Equities, FX and Futures.

In this role you will have strong exposure to both the research and development of systematic trading models - working very closely with other Quants in the team, understanding requirements and identifying opportunities to improve current systems, software and technical components of the trading strategies.

There are various ongoing projects the team are working on, your day to day will include;

• Developing a new critical high performance trading engine and execution system.
• Researching and developing new trading frameworks and software.
• Designing and deploying trading infrastructure and components, ensuring long term code reuse.
• Monitoring systems, latency and strategy performance.
• Suggesting new ideas and experimenting with new technologies.

• 2+ years of relevant Software Engineering/Quantitative Development experience.
• Bachelors/Masters degree with a focus on Computer Science, Maths, Physics, Electrical Engineering or Statistics.
• Strong C++ skills, Python and/or KDB/Q is a plus.
• Strong numerical and technical skills, ability to work quickly within time constraints.