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A renowned multi-strategy hedge fund in Slough seeks a C++ Quant Developer to join their high-performing team. You will be responsible for designing and building a cutting-edge pricing and risk system, collaborating with quant and tech teams to drive performance and innovation in a hybrid working environment.
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Radley James
slough, United Kingdom
Other
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Yes
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31.05.2025
15.07.2025
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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 its 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.