C++ eRates Quant Developer

Selby Jennings; City Of London; On-site; GBP 192,000 - 320,000; Full time

Job summary

Selby Jennings is hiring a VP-level C++ quant developer in London for its front-office strats team. You will write core trading and pricing logic behind a systematic market-making business.

This role blends greenfield C++ work with evolving a live production platform, collaborating closely with traders to implement strategy ideas and own performance across the trading path.

Qualifications

• 5+ years in VP-calibre role writing trading or pricing logic.
• Background in rates, fixed income, FX or equities acceptable.

Responsibilities

• Write core trading, pricing and market-making logic in C++ (17/20/23).
• Develop greenfield components and improve live production platform.
• Collaborate with traders to turn strategy ideas into production code.
• Own performance across the trading path.

Skills

Modern C++

Trading experience

Market knowledge

Multithreading

Job description

A leading electronic rates trading desk in London is hiring a VP-level C++ quant developer into its strats team. This is a front-office, desk-facing role writing the core trading and pricing logic behind a systematic market-making business. It is not a platform or infrastructure seat.

About the Role

You’ll sit with the traders and write the strategies and pricing models that actually trade, across products like SOFR, EURIBOR and SONIA futures, EGBs and US Treasuries. It's a mix of greenfield build in modern C++ and evolving a live production platform, and the coverage is expanding.

Responsibilities

• Write the core trading, pricing and market-making strategy logic in modern C++ (17/20/23)
• Build greenfield components while improving the live production platform
• Work directly with traders, turning strategy ideas into production code
• Own performance across the trading path

Qualifications

• Around 5+ years, VP-calibre
• Asset class is open. Rates or fixed income is ideal, but strong strat-developers from FX or electronic equities are equally welcome, since the mindset transfers.

Required Skills

• Strong, hands-on modern C++ in a production trading environment
• Experience writing trading strategies, pricing or execution logic yourself, close to a desk
• A real understanding of markets and the business, not just the technology

Preferred Skills

• Rates, fixed income or futures electronic trading
• Systematic market-making or quoting experience
• Greenfield build experience

Pay range and compensation package

Up to £320,000 total compensation

Equal Opportunity Statement

This seat writes the strategies that trade. A short, senior process: a first-round conversation with the hiring manager, then one further stage. No lengthy take-home tests.

Desired Skills and Experience

• C++, C++17, C++20, modern C++, quantitative developer, strat, electronic trading, systematic market making, trading strategies, pricing models, market making, quoting, hedging, execution algorithms, algorithmic trading, low latency, front office, fixed income, rates, SOFR, EURIBOR, SONIA, EGB, US Treasuries, FX, equities, multithreading, Linux, pricing engine