Quant & Data Science

C++ Developer - Systematic Trading - HFT - Hedge Fund

  • Location:

    London

  • Sector:

    Quant & Data Science

  • Job type:

    Permanent

  • Salary:

    £150000 - £250000 per annum + Bonus and Benefits

  • Contact email:

    hhorton@vertuspartners.com

  • Job ref:

    cpp/hf/0504_1716970258

  • Startdate:

    ASAP

A global HFT Hedge Fund is looking to hire an experienced C++ Quant Developer.

They are looking for an experienced C++ Developer with a background in HFT and Ultra Low Latency programming to assist in building out their Cross Asset Trading capability.

As a member of a dynamic team, you will have the opportunity to play an important role in the world of electronic and algorithmic trading. Your work will involve a wide range of responsibilities, from exchange price feeds and core trading systems to back testing engines, tick data management, exchange simulators, and trading gateways.

Collaborating closely with investment management professionals such as Quants and Trading teams you will be at the forefront of designing and developing cutting-edge systems that keep the business ahead of the curve.

Candidates will require:

  • Strong C++ Development background on Linux
  • Business knowledge in FX but can look at other asset classes.
  • Strong experience building and developing high frequency, ultra-low-latency applications
  • Previous experience in developing business logic would be highly beneficial.
  • Strong multi-threading, concurrency and memory management
  • Good technical or scientific academic background in Computer Science, Maths, Physics etc