We are working with a global hedge fund driven by technology, who specialize in electronic market making. They focus on systematic alpha research, which is put into production by the latest C++ tech.
The firm is governed by technology, and as a result they're looking for multiple C++ Quantitative Developers to come into their trading team to build low latency trading infrastructure.
Stack: C++, TCP, Linux, Python
The firm operate a hybrid model, and have some of the worlds best coders at the firm, creating an L&D culture focused on engineering. You would be working on back-testing engines, and building quantitative models in C++ for the researchers in the team.
If you would like to join an industry leading firm and develop your career within finance + software, then please do apply!
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