C++ Software Engineer - Equities Derivatives- Market-Leading Global Hedge Fund

Oxford Knight; London; On-site; GBP 60,000 - 100,000; Full time

Job description

Summary

Fantastic chance for a C++ Engineer with substantial server-side coding experience to join one of the world's most prestigious hedge funds.

Joining a talented team of other engineers, QA and production support, you'll be designing and developing an equity derivatives pricing & risk system for the PMs, Middle Office and Risk Managers. The work will be a mix of software development, web app development, and testing code via approved frameworks while facing off to the business and understanding their needs.

The successful candidate will likely come from a financial firm and be able to communicate well with PMs / traders / Risk Managers whilst also being a strong enough technologist to implement ideas.

Skills and Experience Required

1. 5-10 years' C++ (& ideally good Java skills), with substantial experience of server-side coding
2. Knowledge of Unix/Linux and agile/scrum development methodologies
3. Experience with middleware messaging platforms
4. Deep understanding of concurrent, multi-threaded application environments & OO design, design patterns, unit & integration testing
5. 5+ years of front office finance experience
6. Bachelor's in Computer Science (CIS), Mathematics or Physics from a top-tier university

Desirable

1. General market knowledge of equity derivatives
2. Experience developing real-time pricing/risk applications (any asset classes)

Benefits & Incentives

1. Strong salary + bonuses
2. High-impact role
3. Collaborative & innovative culture
4. Generous benefits package, including private medical care for close family, 25 days' holiday, etc.

Contact

If you think you're a suitable candidate for the role and would like further info, please contact:

Stan Cannons
[e-mail]
[phone]
linkedin.com/in/stan-cannons-86023b237