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A leading quant finance firm in London is seeking a Market Data/Feeds Connectivity Developer to join their elite team. The ideal candidate will have robust experience in developing market data feeds, especially in C++, and will be proficient in an agile setup. This hybrid role requires being in the office three days a week. This opportunity offers a lucrative package within one of the industry's top tier firms, with interviews scheduled imminently.
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, and you will be interviewing next week with a view to hire within a month.
This role is hybrid, requiring you to be in London 3 days per week.