C++ Quant Developer – Systematic Equities | London

Oxford Knight; London; On-site; GBP 70,000 - 120,000; Full time

Job summary

Join a prestigious hedge fund as a C++ Quant Developer in London, focusing on building critical trading infrastructure in a collaborative environment. This role requires expertise in C++, Python, and a strong background in quantitative finance or engineering. Excellent growth opportunities provided in a dynamic team.

Benefits

Significant salary + bonus + benefits

Dynamic, fast-paced environment

Excellent career growth opportunities

Collaborative culture

Qualifications

• 5+ years' experience with strong computer science or engineering background.
• Expert-level C++ programming experience, plus advanced Python.
• Degree in a relevant technical field from a top-tier university.

Responsibilities

• Design, code, and maintain tools for systematic trading infrastructure.
• Develop data engineering and prediction tools for quantitative research.
• Build and maintain robust data pipelines and databases.

Skills

C++ programming

Python

Linux-based development

DevOps functions

Machine learning knowledge

Education

Masters or PhD in Computer Science, Physics, Engineering, Statistics, Applied Mathematics

Tools

Google Cloud

Airflow

InfluxDB

Grafana

Job description

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C++ Quant Developer – Systematic Equities | London, London

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Client:

Oxford Knight

Location:

London, United Kingdom

Job Category:

Other

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EU work permit required:

Yes

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Job Reference:

b40a198e6e69

Job Views:

4

Posted:

02.06.2025

Expiry Date:

17.07.2025

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Job Description:

Summary

Superb opportunity to join one of the world’s most prestigious hedge funds as a Quant Developer within Systematic Equities. This is a high impact role, within a small, entrepreneurial investment team, where you will be building critical trading infrastructure in a highly collaborative environment.

Working directly with the senior PM and quant researchers, your primary focus will be designing, coding, and maintaining tools for the systematic trading infrastructure. You’ll develop data engineering and prediction tools for the systematic trading of equities, implement technology to enable large-scale computational efforts in quant research, and build and maintain robust data pipelines and databases.

To succeed in this role, you will have exceptional communication skills, comfortable facing off to the business, with a real drive for collaborative success.

Skills and Experience Required

• 5+ years’ experience with a strong computer science or engineering background
• Expert-level C++ programming experience, plus advanced Python
• Track record in Linux-based development
• Experience with DevOps functions (e.g. Google Cloud, Airflow, InfluxDB, Grafana)
• Degree (Masters or PhD preferred) in Computer Science, Physics, Engineering, Statistics, Applied Mathematics, or related technical field, from a top-tier university
• Knowledge of machine learning and statistical techniques and related libraries
• Experience as a quantitative developer supporting an intraday (or faster) system
• Experience with the development practices of large tech (Google/Meta, etc.) or finance firms

Benefits & Incentives:

• Significant salary + bonus + benefits
• Dynamic, fast-paced environment; excellent career growth opportunities
• Collaborative culture and an energetic, dynamic engineering atmosphere
• Build and share knowledge with the smartest engineers in the industry