Hedge Fund - Senior C++ Quant Developer - Equities - Linux - Python - Data/Algos/Low latency
Hedge Fund background essential
C++ (Version 11 upwards), Linux, Python (nice to have). Trading systems experience - ideally experience working in the equities space.
Ideally the technical has experience with algo implementation.
Quantitative Developer - Equities Technology
We are in search of a Quantitative Developer to join our team who is passionate about designing, architecting, and implementing low latency C++ systems that are not only robust, resilient, and accurate, but also exceptionally fast. Our team works directly with the firm's central trading teams. By constructing and maintaining this high-performance infrastructure used by these teams, this developer will enable new trading opportunities across businesses and regions, allowing the best possible execution performance.
Job Duties
1. Development of execution algorithms, order management systems, strategy containers, connectivity, and messaging systems.
2. Work directly with central trading teams to optimize the firm's overall execution performance.
3. Enhance the platform's efficiency by utilizing network and systems programming, along with other advanced techniques to reduce latency.
4. Create systems, interfaces, and tools for historical market data and trading simulations to boost research productivity and system testability.
5. Assist in building and maintaining our automated tests, performance benchmark framework, and other tools.
6. Collaborate closely with trading teams to gather requirements and develop solutions in a fast-paced environment.
Qualifications
1. 5+ years of professional experience in a Front Office, financial services environment as a senior contributor.
2. 10+ years cumulative, professional experience.
3. Strong background in data structures, algorithms, and object-oriented programming in C++.
Permanent role - Central London based - 5 days a week in the office.
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