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A leading Quant Finance firm in London is seeking a Market Data/Feeds Connectivity Developer to join their team. The ideal candidate will have strong experience in developing market data feeds systems, particularly in C++. This role requires prior experience in hedge funds or similar tech firms and a strong understanding of Object-Oriented Design. The position offers hybrid working arrangements and the opportunity to work with one of the premier teams globally.
Market Data/ Feeds Connectivity Developer required for a top Quant Finance firm in London. We are seeking a strong Market Data Software Engineer who is skilled in working specifically within a feeds/ market data team within a Hedge Fund or similar company. (If you have not worked in a similar team previously you will not be successful in applying for this role). This is a lucrative opportunity to work with one of the premier teams within one of the top Quant Tech firms globally.
This is an immediate requirement, you will be interviewing next week with a view to hire within a month. This is also a hybrid role, you will need to be able to be in London 3 days per week,