C++ Quant Developer- Multi-Asset Class Systematic Trading

Summary:

Research at this leading investment firm is key to continued success: based on rigorous and innovative research, they design and implement systematic, computer-driven trading strategies across multiple liquid asset classes.

They're looking to add an exceptional Quant Developer to a small engineering team within the central research technology team. Working directly with systematic Portfolio Managers - and closely associated with their success - you'll build, operate and evolve the tech stack through analyzing business requirements and identifying solutions.

The ideal candidate will have a background in a technically demanding industry (e.g. HFT, computer hardware, gaming) and be ready to solve all the challenges that come with the development of a modular system - data pipelines, intraday signal research tools, mid- & high-frequency trading, real-time market data, etc.

Requirements:

• 2-6 years' development experience in a similar role
• Strong programming skills in C++ (plus some Python would be ideal)
• Solid Linux admin experience
• Bachelor's (or higher) in Computer Science or Computer Engineering
• A motivated self-starter, with creative & analytical problem-solving skills

Desirable:

• Familiarity with computer architecture, databases, real time systems, and distributed computing

Benefits:

• Market-leading base + bonuses + generous benefits
• Meritocratic environment working with some of the smartest minds in industry
• Excellent professional development (tuition assistance)
• Plenty of opportunity to give back through volunteering & charity work

Contact
If you would like to know more about this position, please do not hesitate to get in touch!

Mike McLoughlin
mike.mcloughlin@oxfordknight.co.uk
https://www.linkedin.com/in/michaelmcloughlin00/



Location: London, GB

Posted Date: 10/4/2024