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A leading multi-strategy hedge fund in London is seeking a C++ Quant Developer to design a next-generation cross-asset pricing and risk system. You will collaborate with quants and traders to deliver high-performance infrastructure and analytics. This role offers a competitive compensation package and a hybrid working model.
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.
This opportunity offers a competitive compensation package and a hybrid working model.