Job Title: Quantitative Developer (C++)
Location:
London, UK
Department:
Equities and Futures Trading Pod
Position Type:
Full-time
Reports to:
Portfolio Manager
About the Company
Join a leading global hedge fund with a strong track record of delivering superior returns through sophisticated trading strategies and cutting-edge technology. Our firm operates across various asset classes, including equities, futures, fixed income, and more. We foster a collaborative environment where innovative ideas are encouraged, and employees are empowered to excel.
Role Overview
We are seeking a highly skilled Quantitative Developer with expertise in C++ to join our Equities and Futures Trading Pod in London. This role is integral to the development and enhancement of our trading algorithms, quantitative models, and high-performance trading systems. The ideal candidate will have a strong background in quantitative development, a deep understanding of financial markets, and the ability to work closely with traders, quantitative researchers, and other developers.
Key Responsibilities
Algorithm Development:
Design, develop, and optimize trading algorithms for equities and futures markets using C++.
Quantitative Model Implementation:
Collaborate with quantitative researchers to translate mathematical models into robust, efficient, and scalable code.
System Performance Optimization:
Ensure high performance and low latency of trading systems through rigorous optimization and testing of C++ code.
Backtesting and Simulation:
Develop tools and frameworks for backtesting trading strategies and running simulations to validate model performance.
Data Analysis:
Analyze large datasets to identify patterns, trends, and opportunities that can inform trading strategies.
Collaboration:
Work closely with traders, quants, and other developers to integrate new features and enhancements into the trading platform.
Code Review & Maintenance:
Participate in code reviews, maintain high code quality standards, and contribute to the continuous improvement of development practices.
Risk Management:
Develop and integrate risk management tools to monitor and mitigate potential risks in trading strategies.
Qualifications
Educational Background:
Bachelor's, Master's, or PhD in Computer Science, Engineering, Mathematics, Physics, or a related quantitative discipline.
Programming Skills:
Expertise in C++:
Strong proficiency in C++ (11/14/17) with a focus on performance optimization, memory management, and multithreading.
Additional Languages:
Proficiency in Python, R, or other scripting languages is a plus.
Financial Knowledge:
Market Expertise:
In-depth knowledge of equities and futures markets, with a strong understanding of market microstructure and trading strategies.
Quantitative Skills:
Familiarity with mathematical modeling, statistical analysis, and machine learning techniques.
Experience:
Industry Experience:
3+ years of experience as a Quantitative Developer or similar role within a hedge fund, proprietary trading firm, or investment bank.
Algorithmic Trading:
Proven track record of developing and deploying successful trading algorithms in live markets.
