C++ LL Quant Developer, Equities - London / Amsterdam- Leading Global Hedge Fund

London, United Kingdom; London; On-site; GBP 80,000 - 120,000; Full time

Job summary

A leading global hedge fund is seeking a C++ LL Quant Developer for their London office. This role focuses on designing and optimizing low-latency systems to facilitate exceptional trading performance. Ideal candidates will have extensive experience in financial services and expertise in C++ programming, particularly in high-frequency trading environments.

Qualifications

• 5+ years of experience in front-office financial services.
• Strong background in C++, data structures, and algorithms.
• Experience in HFT and real-time trading systems.

Responsibilities

• Develop execution algorithms and order management systems.
• Collaborate with trading teams to optimize execution performance.
• Enhance platform efficiency and maintain automated tests.

Skills

C++

Multithreading

Data Structures

Asynchronous Programming

Linux Internals

Networking

Python

Execution Algorithm Analysis

Job description

C++ LL Quant Developer, Equities - London / Amsterdam- Leading Global Hedge Fund

C++ LL Quant Developer, Equities - London / Amsterdam

This is a top-tier global hedge fund with a strong commitment to leveraging innovations in technology and data science to solve complex problems for the business.

Now looking for a Quantitative Developer to join the team who is passionate about designing, architecting, and implementing low-latency C++ systems that are not only robust, resilient, and accurate, but also exceptionally fast. You'll work directly with the firm's central trading teams. By constructing and maintaining this high-performance infrastructure used by these teams, you will enable new trading opportunities across businesses and regions, allowing the best possible execution performance.

Job Duties

• Development of execution algorithms, order management systems, strategy containers, connectivity, and messaging systems.
• Work directly with central trading teams to optimize the firm's overall execution performance.
• Enhance the platform's efficiency by utilizing network and systems programming, along with other advanced techniques to reduce latency.
• Create systems, interfaces, and tools for historical market data and trading simulations to boost research productivity and system testability.
• Assist in building and maintaining automated tests, performance benchmark framework, and other tools
• Collaborate closely with trading teams to gather requirements and develop solutions in a fast-paced environment.

Qualifications

• 5+ years of professional experience in a front-office, financial services environment as a senior contributor.
• 10+ years' cumulative professional experience. Strong preference for candidates with experience in proprietary finance, high-frequency trading (HFT) and/or market-making.
• Strong background in data structures, algorithms, and object-oriented programming in C++, including:
  • Proficiency with new features of C++17 and C++20
  • Proficiency with multithreading and asynchronous environments
• Strong understanding of low-latency and real-time system design and implementation
• Strong understanding of Linux system internals and networking
• Strong financial experience across multiple asset classes, with a focus on real-time low-latency trading systems for equities and futures
• Familiarity with python for quantitative research and data-oriented processing
• Familiarity with analysis of execution algorithm performance

Salary: V ariable - they are market leaders in compensation and pay talent based on technical ability and what they deserve. They do not base offers on your current earnings or average pay for years of experience.

Contact
If this sounds like you, or you'd like to know more, please get in touch!

Sam Jenkins
[e-mail]
[phone]
linkedin.com/in/sam-jenkins-b517021b4

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C++/Python Quant Developer - Risk Platform - London/New York- Market-Leading Global Hedge Fund Oxford Knight London, United Kingdom

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