C++ Quant Developer – Cross-Asset Risk & Pricing | Leading Multi-Strategy Hedge Fund
To be considered for an interview, please make sure your application is full in line with the job specs as found below.
Join a high-performing quant team at a global multi-strategy hedge fund managing institutional capital across strategies including Global Credit, Volatility Arbitrage, and Equity L/S. With a strong focus on technology and collaboration, they are expanding its London platform.
They are seeking a talented C++ developer to design and build a next-generation, cross-asset pricing and risk system. You’ll work closely with quants, traders, and risk teams to deliver high-performance infrastructure and real-time analytics - leveraging multithreading, vectorisation, adjoint differentiation, and cloud compute.
What Youll Do:
* Develop C++ server architecture with Python/Excel front-ends
* Build real-time and batch routines for pricing, risk, and scenarios
* Collaborate with trading, quant, and tech teams in a fast-paced, agile setup
* Drive innovation in performance, scalability, and cloud deployment
What We’re Looking For:
* Strong C++ skills (modern C++ preferred)
* Bachelors degree in Computer Science or closely related field
* Exposure to Python, Excel, and SQL in Windows/Linux environments
* Background in STEM; experience with GitHub/VS Code a plus
* Hands-on, collaborative mindset
This opportunity offers a competitive compensation package and hybrid working model.