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

Oxford Knight; London; On-site; GBP 80,000 - 140,000; Full time

Job summary

An established industry player is seeking a passionate C++ LL Quant Developer to join their dynamic team in London. This role offers the exciting opportunity to design and implement low-latency systems that drive trading performance. You will work closely with trading teams to develop high-performance infrastructure, enhancing algorithmic trading strategies and optimizing execution. With a commitment to innovation and excellence, this top-tier hedge fund provides a collaborative environment where your technical skills will make a significant impact. If you thrive in a fast-paced setting and are eager to tackle complex challenges, this position is perfect for you.

Qualifications

• 5+ years in front-office financial services as a senior contributor.
• Strong C++ skills with multithreading and real-time system design experience.

Responsibilities

• Develop execution algorithms and order management systems.
• Collaborate with trading teams to optimize performance and reduce latency.

Skills

C++

Multithreading

Asynchronous Programming

Data Structures

Algorithms

Linux Internals

Networking

Python

Job description

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

This is a top-tier global hedge fund committed to leveraging innovations in technology and data science to solve complex problems. They are seeking a Quantitative Developer passionate about designing, architecting, and implementing low-latency C++ systems that are robust, resilient, accurate, and exceptionally fast. The role involves working directly with the firm's central trading teams to develop high-performance infrastructure that enables new trading opportunities and optimal execution performance.

Job Duties

• Develop execution algorithms, order management systems, strategy containers, connectivity, and messaging systems.
• Collaborate with central trading teams to optimize execution performance.
• Enhance platform efficiency through network and systems programming and other advanced techniques to reduce latency.
• Create systems, interfaces, and tools for market data analysis and trading simulations to improve research productivity and testing.
• Build and maintain automated tests, performance benchmarking frameworks, and other tools.
• Work 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' total professional experience, with a preference for candidates experienced in proprietary finance, high-frequency trading (HFT), or market-making.
• Strong background in data structures, algorithms, and object-oriented programming in C++, including proficiency with C++17 and C++20 features.
• Experience with multithreading and asynchronous programming.
• Deep understanding of low-latency and real-time system design and implementation.
• Knowledge of Linux system internals and networking.
• Financial experience across multiple asset classes, focusing on real-time low-latency trading systems for equities and futures.
• Familiarity with Python for quantitative research and data processing.
• Experience analyzing execution algorithm performance.

Salary

Variable, with the firm being a market leader in compensation, paying based on technical ability and performance rather than current earnings or experience years.

Contact

If interested or seeking more information, please contact:

• Sam Jenkins
• Email: [e-mail]
• Phone: [phone]
• LinkedIn: linkedin.com/in/sam-jenkins-b517021b4