Quantitative Developer - C++

WorksHub; Greater London; On-site; GBP 80,000 - 100,000; Full time

Job summary

A global hedge fund is seeking a Quantitative Developer to work on their next-generation price and risk analytics platform. This role involves building and maintaining a quantitative pricing library, integrating it into upstream applications, and enhancing the surrounding ecosystem. The ideal candidate has a Bachelor's in Maths or Computer Science, with over 2 years of C++ development experience, modern C++ programming skills, and strong analytical ability. Opportunities for growth are abundant in this fast-paced environment.

Qualifications

• 2+ years of professional experience in C++ Development.
• Modern C++ programming experience in C++17 / 20 or above.
• Knowledge of design patterns, data structures and algorithms.

Responsibilities

• Building and maintaining our in-house quantitative pricing and risk library (C++).
• Facilitate the integration of this library into upstream applications.
• Maintain and enhance the ecosystem around the library.

Skills

C++ Development

Analytical skills

Problem-solving skills

Communication skills

Detail oriented

Education

Bachelor's degree in Maths or Computer Science

Tools

C++17/20

Job description

Quantitative Developer - C++

Millennium is a top tier global hedge fund with a strong commitment to leveraging innovations in technology and data science to solve complex problems. As part of the vision the firm is looking to hire a quantitative developer to work on the next generation price and risk analytics platform. In addition to contributing to the development of this library, the role involves interacting with and supporting users, gathering requirements, and facilitating integration with upstream systems. Millennium offers a dynamic, fast‑paced environment with exceptional growth opportunities.

Responsibilities

• Building and maintaining our in‑house quantitative pricing and risk library (C++)
• Facilitate the integration of this library into upstream applications
• Maintain and enhance the eco‑system around the library, including communication with other departments and groups within the firm
• Promote C++ coding and design best practices

Requirements

• Bachelor's degree in Maths, Computer Science, or other relevant discipline (higher qualification is a plus)
• 2+ years of professional experience as in C++ Development
• Modern C++ programming experience in C++17 / 20 or above
• Knowledge of design patterns, data structures and algorithms
• Ability to write efficient, high performing code.
• Strong analytical and problem‑solving skills
• Solid communication skills
• Able to work as part of a team in a fast‑paced environment
• Detail oriented, organised, demonstrating thoroughness and strong ownership of work

Optional

• Experience working with pricing / risk analytics libraries
• Experience working with cross platform C++ development (Windows / Linux)
• Knowledge of financial instruments in any asset class.