Quant & Data Science

Quant Developer - C++ - Execution Algo's - Hedge Fund

Quant Developer - C++ - Execution Algo's - Hedge Fund

  • Location

    London

  • Sector:

    Quant & Data Science

  • Job type:

    Permanent

  • Salary:

    £200000 - £400000 per annum + + Bonus & Benefits

  • Contact:

    Holly Horton

  • Contact email:

    hhorton@vertuspartners.com

  • Job ref:

    qcpp/hh/2411_1710777552

  • Published:

    about 1 month ago

  • Expiry date:

    2024-04-17

  • Startdate:

    ASAP

  • Consultant:

    ConsultantDrop

Join the Pinnacle of Quantitative Trading: C++ Developer Opportunity at a Global Hedge Fund!

Are you an accomplished C++ Developer with a background in mid-frequency execution platforms? Here's an exceptional chance to play a pivotal role within one of the world's leading Hedge Funds! We are actively seeking a skilled individual to join an esteemed Cross-Asset Quant Trading Team.

Key Responsibilities:

  • Collaborate with a dynamic team to craft cutting-edge algorithms for seamless trade execution.
  • Develop and implement robust, high-performance C++ code, specifically tailored for mid-frequency execution platforms, to enhance our trading strategies.
  • Work closely with quantitative researchers and traders to optimise algorithmic performance across diverse asset classes.

Qualifications:

  • Profound expertise in C++ development, showcasing a solid grasp of data structures and algorithms.
  • Proven track record in algorithmic execution, particularly on mid-frequency platforms within a financial context.
  • Familiarity with Cross-Asset trading and an enthusiasm for staying at the forefront of quantitative trading technologies.
  • Exceptional problem-solving skills and the ability to thrive in a fast-paced, collaborative environment.

Benefits:

  • Competitive base salary
  • Bonus buyout option
  • Guaranteed bonus
  • Benefits