C++ Quant Developer - Systematic Equities | London- Leading Multi-Strategy IM

Oxford Knight; London; On-site; GBP 150,000 - 350,000; Full time

Job summary

Ein führendes Multi-Strategy-Investmentunternehmen in London sucht einen talentierten C++ Quant Developer, der in einem dynamischen und kollaborativen Umfeld arbeitet. Diese Rolle bietet die Möglichkeit, mit hochrangigen Portfolio-Managern und quantitativen Forschern zusammenzuarbeiten, um kritische Handelsinfrastrukturen zu entwickeln. Sie werden an der Schnittstelle von Technologie und Finanzwesen arbeiten, innovative Lösungen für den Aktienhandel zu schaffen und Ihre Fähigkeiten in einem der renommiertesten Hedgefonds der Welt einzubringen. Wenn Sie eine Leidenschaft für quantitative Entwicklung haben und in einem schnelllebigen Umfeld arbeiten möchten, ist dies die perfekte Gelegenheit für Sie.

Benefits

Wettbewerbsfähiges Gehalt

Bonus und Vorteile

Karrierewachstumsmöglichkeiten

Kollaborative Unternehmenskultur

Qualifications

• 5+ Jahre Erfahrung in Computerwissenschaft oder Ingenieurwesen.
• Experte in C++ und fortgeschrittene Kenntnisse in Python.

Responsibilities

• Entwicklung von Datenengineering- und Vorhersagetools für den Aktienhandel.
• Implementierung von Technologien für großangelegte Berechnungen in der quantitativen Forschung.

Skills

C++ Programmierung

Python

Linux-Entwicklung

DevOps (Google Cloud, Airflow, InfluxDB, Grafana)

Education

Master oder PhD in Informatik

Abschluss in Physik, Ingenieurwesen, Statistik oder angewandter Mathematik

Job description

C++ Quant Developer - Systematic Equities | London - Leading Multi-Strategy IM

Salary: £150-350k TC

Summary

Exceptional opportunity to join one of the world's most prestigious hedge funds as a Quant Developer within Systematic Equities. This high-impact role is within a small, entrepreneurial investment team, focusing on building critical trading infrastructure in a collaborative environment.

You will work directly with senior PMs and quant researchers to design, code, and maintain tools for systematic trading infrastructure. Responsibilities include developing data engineering and prediction tools for equity trading, implementing technology for large-scale computational efforts in quant research, and building robust data pipelines and databases.

The ideal candidate will have excellent communication skills, be comfortable engaging with business stakeholders, and possess a strong drive for collaborative success.

Skills and Experience Required

• 5+ years of experience with a strong computer science or engineering background
• Expert-level C++ programming skills, plus advanced Python
• Experience in Linux-based development
• Knowledge of DevOps functions (e.g., Google Cloud, Airflow, InfluxDB, Grafana)
• Degree (Masters or PhD preferred) in Computer Science, Physics, Engineering, Statistics, Applied Mathematics, or related fields from a top-tier university

Desirable Skills

• Knowledge of machine learning and statistical techniques and related libraries
• Experience supporting intraday (or faster) systems as a quantitative developer
• Experience with development practices in large tech companies (Google/Meta, etc.) or finance firms

Benefits & Incentives

• Competitive salary, bonus, and benefits
• Dynamic, fast-paced environment with excellent career growth opportunities
• Collaborative culture and energetic engineering atmosphere
• Opportunity to build and share knowledge with top industry engineers

While we review all applications carefully, due to high volume, we may not respond to unsuccessful candidates.

Contact

If you believe you're a good fit and want more information, please contact:

• Dominic Copsey
• Email: [e-mail]
• Phone: [phone]
• LinkedIn: linkedin.com/in/dom-copsey-586478143/