Quant Developer – C++ – Execution Algo’s – Hedge Fund

Vertus Partners Ltd
Published
3 March 2024
Location
London, UK
Category

Description

Join the Pinnacle of Quantitative Trading: C++ Developer Opportunity at a Global Hedge Fund Are you an accomplished C++ Developer with a background in mid-frequency execution platforms? Here's an exceptional chance to play a pivotal role within one of the world's leading Hedge Funds We are actively seeking a skilled individual to join an esteemed Cross-Asset Quant Trading Team. Key Responsibilities: Collaborate with a dynamic team to craft cutting-edge algorithms for seamless trade execution. Develop and implement robust, high-performance C++ code, specifically tailored for mid-frequency execution platforms, to enhance our trading strategies. Work closely with quantitative researchers and traders to optimise algorithmic performance across diverse asset classes. Qualifications: Profound expertise in C++ development, showcasing a solid grasp of data structures and algorithms. Proven track record in algorithmic execution, particularly on mid-frequency platforms within a financial context. Familiarity with Cross-Asset trading and an enthusiasm for staying at the forefront of quantitative trading technologies. Exceptional problem-solving skills and the ability to thrive in a fast-paced, collaborative environment. Benefits: Competitive base salary Bonus buyout option Guaranteed bonus Benefits

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