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A leading multi-strategy hedge fund in London seeks a C++ Quant Developer to join their high-performing quant team. The role focuses on designing and building a cross-asset risk and pricing system, requiring proficiency in C++ and collaboration with traders and quants. Innovative thinking and strong technical skills are essential in this dynamic environment, offering a competitive salary and hybrid work model.
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Client:
Radley James
London (City of London), United Kingdom
Other
Yes
4
16.06.2025
31.07.2025
C++ Quant Developer – Cross-Asset Risk & Pricing | Leading Multi-Strategy Hedge Fund
Join a high-performing quant team at a global multi-strategy hedge fund managing institutional capital across strategies including Global Credit, Volatility Arbitrage, and Equity L/S. With a strong focus on technology and collaboration, they are expanding their London platform.
They are seeking a talented C++ developer to design and build a next-generation, cross-asset pricing and risk system. You’ll work closely with quants, traders, and risk teams to deliver high-performance infrastructure and real-time analytics—leveraging multithreading, vectorisation, adjoint differentiation, and cloud compute.
What You'll Do:
What We’re Looking For:
This opportunity offers a competitive compensation package and hybrid working model.