Quantitative Developer, Equities & Futures

JR United Kingdom; Slough; On-site; GBP 60,000 - 90,000; Full time

Job summary

A leading global hedge fund is seeking a skilled Quantitative Developer (C++) to join their Equities and Futures Trading Pod. The candidate will develop algorithms, collaborate with quants, and ensure system performance optimization, within a dynamic and innovative trading environment. This role promises growth and collaboration at the forefront of financial technology.

Qualifications

• 3+ years of experience as a Quantitative Developer or similar role.
• Expertise in C++ (11/14/17) focused on optimization.
• In-depth knowledge of equities and futures markets.

Responsibilities

• Develop and optimize trading algorithms for equities and futures markets using C++.
• Collaborate with quantitative researchers for model implementation.
• Perform rigorous optimization and testing of trading systems.

Skills

C++

Python

Statistical Analysis

Machine Learning

Education

Bachelor's, Master's, or PhD in Computer Science, Engineering, Mathematics, Physics, or a related quantitative discipline.

Job description

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Quantitative Developer, Equities & Futures, slough

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Client:

Location:

slough, United Kingdom

Job Category:

Other

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EU work permit required:

Yes

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Job Views:

2

Posted:

31.05.2025

Expiry Date:

15.07.2025

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Job Description:

Job Title: Quantitative Developer (C++)

Location: London, UK

Department: Equities and Futures Trading Pod

Position Type: Full-time

About the Company

Join a leading global hedge fund with a strong track record of delivering superior returns through sophisticated trading strategies and cutting-edge technology. Our firm operates across various asset classes, including equities, futures, fixed income, and more. We foster a collaborative environment where innovative ideas are encouraged, and employees are empowered to excel.

Role Overview

We are seeking a highly skilled Quantitative Developer with expertise in C++ to join our Equities and Futures Trading Pod in London. This role is integral to the development and enhancement of our trading algorithms, quantitative models, and high-performance trading systems. The ideal candidate will have a strong background in quantitative development, a deep understanding of financial markets, and the ability to work closely with traders, quantitative researchers, and other developers.

Key Responsibilities

• Algorithm Development: Design, develop, and optimize trading algorithms for equities and futures markets using C++.
• Quantitative Model Implementation: Collaborate with quantitative researchers to translate mathematical models into robust, efficient, and scalable code.
• System Performance Optimization: Ensure high performance and low latency of trading systems through rigorous optimization and testing of C++ code.
• Backtesting and Simulation: Develop tools and frameworks for backtesting trading strategies and running simulations to validate model performance.
• Data Analysis: Analyze large datasets to identify patterns, trends, and opportunities that can inform trading strategies.
• Collaboration: Work closely with traders, quants, and other developers to integrate new features and enhancements into the trading platform.
• Code Review & Maintenance: Participate in code reviews, maintain high code quality standards, and contribute to the continuous improvement of development practices.
• Risk Management: Develop and integrate risk management tools to monitor and mitigate potential risks in trading strategies.

Qualifications

• Educational Background: Bachelor's, Master's, or PhD in Computer Science, Engineering, Mathematics, Physics, or a related quantitative discipline.

Programming Skills:

• Expertise in C++: Strong proficiency in C++ (11/14/17) with a focus on performance optimization, memory management, and multithreading.
• Additional Languages: Proficiency in Python, R, or other scripting languages is a plus.
• Market Expertise: In-depth knowledge of equities and futures markets, with a strong understanding of market microstructure and trading strategies.
• Quantitative Skills: Familiarity with mathematical modeling, statistical analysis, and machine learning techniques.

Experience:

• Industry Experience: 3+ years of experience as a Quantitative Developer or similar role within a hedge fund, proprietary trading firm, or investment bank.
• Algorithmic Trading: Proven track record of developing and deploying successful trading algorithms in live markets.