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C++ Quantitative Developer

NJF Global Holdings Ltd
London
2 weeks ago
Applications closed

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This is a mid-level C++ Quant Developer (suitable for a candidate in the 4-6 YOE range) will be responsible for designing, developing, and optimizing high-performance, low-latency trading infrastructure and quantitative models within a hedgefund in London. This role focuses on implementing models related to Stochastic Processes & Probabilistic Modeling, ensuring their efficient execution within a real-time trading environment. The developer will work closely with quantitative researchers and traders to translate mathematical concepts into robust and highly optimized C++ code.


Key Responsibilities

  • Infrastructure Development:Build and maintain critical low-latency trading infrastructure components using modern C++ standards (C++17/20).
  • Quantitative Model Implementation:Translate quantitative models, particularly those involving stochastic processes (e.g., Brownian motion, jump-diffusion models, Ito processes), into highly efficient and accurate C++ code.
  • Performance Optimization:Identify and resolve performance bottlenecks in existing and new systems, focusing on micro-optimizations, cache efficiency, and concurrency.
  • Latency Reduction:Implement techniques for minimizing latency in data processing, order execution, and market data handling.
  • System Design:Contribute to the architectural design of distributed, scalable, and resilient trading systems.
  • Testing and Validation:Develop comprehensive unit, integration, and performance tests for all implemented components and models.
  • Collaboration:Work effectively with quantitative researchers, traders, and other technology teams to ensure solutions meet business requirements and technical standards.
  • Code Quality:Adhere to best practices in software development, including code reviews, documentation, and version control.
  • Research & Innovation:Stay current with advancements in C++, low-latency programming, and quantitative finance.


Required Qualifications

  • C++ Expertise:Strong proficiency in modern C++ (C++17/20) with a deep understanding of data structures, algorithms, object-oriented design, and multi-threading.
  • Process and Thread Management:Experience with Inter-Process Communication (IPC) Mechanisms (for example, Pipes, Sockets, Shared Memory) and CPU Scheduling Algorithms (for example, First-Come First-Served, Shortest Job First, Round Robin, Priority Scheduling).
  • Concurrency and Synchronization:Experience with Race Conditions and Critical Sections, Synchronization Primitives (Mutexes, Semaphores, Monitors, Locks), Deadlocks and Deadlock Prevention/Detection/Avoidance, and Condition Variables.
  • Quantitative Finance Knowledge:Solid understanding of quantitative finance concepts, including probability theory, stochastic calculus, and financial derivatives. Specific experience with stochastic processes is essential.
  • Performance Tuning:Experience with performance profiling tools and optimization techniques.
  • Operating Systems:Experience with Linux/Unix environments and system-level programming.
  • Problem-Solving:Strong analytical and problem-solving skills with attention to detail.


Preferred Qualifications

  • Distributed Systems: Knowledge of distributed system architectures and messaging frameworks.
  • Familiarity with Stochastic Processes and Probabilistic Modeling.
National AI Awards 2025

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