A world-renowned quantitative hedge fund is looking for a highly skilled C++ Quant Developer to join its London team. This is an exceptional opportunity to work at the intersection of high-performance software engineering and systematic trading, developing low-latency trading systems and collaborating directly with quantitative researchers.
As part of a world-class engineering team, you will help shape the technology behind some of the most sophisticated automated trading strategies globally.
Key Responsibilities:
- Build and optimise ultra-low-latency C++ trading systems
- Collaborate with quant researchers to implement models into production
- Develop infrastructure for real-time market data processing, simulation, and backtesting
- Contribute to codebases that drive performance, scalability, and robustness in live trading environments
Key Requirements:
- Strong expertise in modern C++ (C++14/17/20), with a focus on performance and multithreading
- Solid foundation in computer science fundamentals: algorithms, data structures, networking, concurrency
- Experience in quantitative trading, HFT, or systematic investment environments
- Knowledge of Python or similar scripting languages is beneficial
- Degree in Computer Science, Engineering, Physics, or Mathematics from a top-tier university (Master’s/PhD preferred)
Why Apply:
- Work with one of the most prestigious quant funds in the world
- Access to cutting-edge technology and research platforms
- Highly competitive compensation package with significant bonus potential
- Collaborative, intellectually rigorous culture focused on innovation and performance
Apply Now:
If you're a talented C++ Quant Developer looking to work in a fast-paced, high-impact environment at a top hedge fund in London, we want to hear from you.
Submit your CV today for a confidential discussion.
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