A global Hedge Fund is looking to hire an experienced C++ Quant Developer to work in their Rates team.

They are looking for an experienced C++ Quant Developer with a background in developing pricing models to work on a greenfield project utilising modern technolgoies and low latency techniques.

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 Interest Rate Derivatives
• Background in model development
• 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