Quant Algo Developer - Equity Derivatives - Market Making

Vertus Partners; City Of London; On-site; GBP 60,000 - 100,000; Full time

Job summary

An established industry player is seeking a skilled Quant Algo Developer to innovate in algorithmic trading. This role involves enhancing existing trading algorithms and developing new market-making strategies, all while working in a dynamic and trader-facing environment. You'll leverage your strong C++ skills and quantitative background to solve complex problems and optimize trading performance. Join a team that values collaboration and direct engagement with traders, shaping the future of trading technology. If you're passionate about driving innovation and making an impact in the financial markets, this opportunity is for you.

Qualifications

• Strong C++ skills (C++17, C++20) essential for trading systems.
• Experience in quantitative analysis and trading models.

Responsibilities

• Enhance equity trading algorithms and develop market-making strategies.
• Build low-latency trading algorithms for direct exchange interaction.

Skills

C++

KDB/Q

Quantitative Problem-Solving

Low Latency Optimization

Statistical Modeling

Job description

Quant Algo Developer - Equity Derivatives - Market Making

Contact email: [e-mail]

Job ref: CPP/HH/1302_1744135677

Are you passionate about algorithmic trading and building cutting-edge solutions in a fast-paced, trader-facing environment? We're looking for an experienced C++ Quant Developer to join a growing team and work on high-performance trading algorithms in the Equity Derivatives space.

What You'll Be Doing:

• Algorithm Development: Enhance and refine existing equity trading algorithms while contributing to the development of new market-making strategies.
• Low-Latency Trading: Build execution and market-making algorithms that interact directly with exchanges, including automated RFQ pricing for options.
• Quantitative Problem-Solving: Work closely with traders to develop solutions for portfolio optimisation, large-scale data analysis, and statistical modeling.
• Market Structure & Trading Expertise: Apply your knowledge of market microstructure, volatility trading, options pricing, hedging, and Delta1 products (futures, ETFs, stocks, swaps).
• Ownership & Collaboration: Engage directly with traders and the Head of the EqD desk, ensuring seamless integration of algorithms into trading strategies.

Requirements:

• Strong C++ (C++17, C++20) & KDB/Q Experience: Essential for building robust, high-performance trading systems.
• Low Latency Expertise: A strong understanding of optimizing for speed in trading environments.
• Quantitative Background: Hands-on experience with large data analysis, statistical techniques, and trading models.
• Trader-Facing Mindset: Ability to engage with the desk, understand business needs, and take ownership of algo development.

Why Apply?:

• Work on greenfield algorithmic trading projects, driving innovation in execution and market-making strategies.
• Be part of a highly interactive trading environment with direct access to traders and decision-makers.
• Shape the future of trading technology, building and optimizing algorithms that impact real-time market dynamics.