C++ Developer (Pricing/Risk) - Tier 1 Multi-Strat Hedge Fund - Discrete Search - Excellent Comp[...]

JR United Kingdom; Slough; On-site; GBP 60,000 - 90,000; Full time

Job summary

A prestigious European Multi-Strat Hedge Fund in Slough seeks a C++ Developer to design a cross-asset pricing and risk platform. This role involves collaborating with quantitative analysts and IT teams, utilizing C++ and Python to build scalable risk solutions. The ideal candidate will be an expert in C++ with production experience and a strong problem-solving ability, ready to thrive in a high-paced environment.

Qualifications

• Strong proficiency in C++ and experience in production environments.
• Working knowledge of Python, SQL, and Excel across multiple environments.
• Ability to collaborate with diverse stakeholders.

Responsibilities

• Design and develop a cross-asset pricing and risk platform.
• Build and maintain production pipelines for real-time and batch jobs.
• Collaborate with quant and IT teams to ensure compliance with best practices.

Skills

C++

Python

SQL

Excel

Problem Solving

Education

Bachelor’s or higher degree in a STEM discipline

Tools

GitHub

VS Code

Job description

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C++ Developer (Pricing/Risk) - Tier 1 Multi-Strat Hedge Fund - Discrete Search - Excellent Compensation + Benefits, slough

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Client:

Location:

slough, United Kingdom

Job Category:

Other

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EU work permit required:

Yes

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Job Views:

2

Posted:

31.05.2025

Expiry Date:

15.07.2025

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Job Description:

My client, a prestigious European Multi-Strat Hedge Fund, is seeking a highly capable Quantitative Developer to join its team in London.

This is a unique opportunity to contribute to the design and development of a next-generation, cross-asset pricing and risk platform that underpins investment and risk decisions across the firm.

This role sits at the intersection of quantitative research, engineering, and front-office risk, offering the chance to build a state-of-the-art risk system using modern C++ and Python. You will work directly with quantitative analysts, traders, risk managers, and IT teams to deliver a robust, scalable system supporting pricing, calibration, and scenario generation across asset classes.

The ideal candidate is a C++ expert with experience in production-grade systems and a strong grasp of Python, Excel, and database technologies. You’ll play a key role in shaping infrastructure, implementing high-performance computing techniques, and driving real-time and batch analytics across distributed environments, including cloud.

Responsibilities:

• Design and develop a cross-asset pricing and risk platform, using a server-client architecture
• Build and maintain production pipelines for real-time and batch jobs, covering model calibration, pricing, and risk scenarios.
• Architect and manage database solutions, including access control and data governance.
• Lead development of automated testing and release processes to support continuous integration and delivery.
• Work with quants and technologists to implement advanced computational techniques
• Collaborate with IT to ensure adherence to engineering best practices and firmwide standards.

Requirements:

• Bachelor’s or higher degree in a STEM discipline
• Strong proficiency in C++ and solid experience working in production environments.
• Working knowledge of Python, Excel, and SQL, across Windows and Linux environments.
• Familiarity with modern development tools such as GitHub and VS Code is a plus.
• Strong problem-solving mindset, hands-on coding skills, and a collaborative attitude.
• Ability to work closely with diverse stakeholders across quant, trading, risk, and IT teams.

To apply, either respond to this advert or send your CV directly to [emailprotected] .