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C++ Quant Research Developer - Low Latency Trading - Quant Fund

Closing date
23 Feb 2021

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Technology & New Media
Contract Type
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Job Details

First, a few questions for you:

  • Do you have a passion for low-level systems and high-performance C++?
  • Do you want to be part of a super successful trading team that is a key driving force beyond one of the fastest-growing quant hedge funds across the globe?
  • Do you want to work with some of the smartest people in the industry (from the likes of Facebook, top hedge funds, fintech start-ups etc)?
  • Do you want to collaborate with Quant Researchers on trading signals, strategies and research projects which have a direct impact on the business?
  • Do you want to get direct feedback from your work, see your impact instantly and get rewarded accordingly)?

Whether you have experience in high-performance trading systems or you simply want to pivot from core C++/tech into this super complex & challenging space, this could be for you...

What will you be doing?

A very successful intraday trading team are looking to add a C++ developer to their small (sub 10) person global Quant Research team, focusing on everything to do with their high-performance algos. You would be working directly with the researchers/traders on things like creating reusable strategy and alpha computation building blocks, simulation models and creating robust, efficient and performant code for the more complex algorithms. As part of an epic, diverse team, you would be working on projects that are truly varied, ranging from long-term strategic R&D to shorter-term tactical deliverables. You would also be collaborating with different teams across the wider company to drive huge impact while contributing to the strategic roadmap for their High-Frequency trading infrastructure and building it too 

Who are the company?

We have worked with this company since the day they launched, and they are one of the fastest-growing data-driven, tech-centric, algorithmic trading quant houses on the planet. With so many that come and go, their growth has been exponential, and their success is bucking a trend in the industry. The firm is no ordinary scaleup and offers all the excitement with none of the risks. They have a mixture of different systematic quant-driven strategies and are much more diverse than a typical High-Frequency Trading firm. They build all of their own technology from the ground up internally which removes any barriers and limits to what you and the firm can achieve!

What do you need?

There are two kinds of people the team are interested in speaking with (beyond the core fundamentals below):

1) CORE TECH/FINTECH - Someone from a tech/fintech firm with really good C++, good computer science knowledge, low-level / high-performance computing (HPC) work and who can and wants to learn fast!!!

2) ALGORITHMIC / E-TRADING - Someone more senior who has worked in e-trading - either core infrastructure, execution strategies or prop/HF strategies for the last few years in either a bank, prop shop or fund. Good knowledge around design, architecture and ideally Futures / Equities / FX.

Core Fundamentals

  • A minimum of 2+ years working on mission-critical, high-performance systems in C++ (optimisation, profiling, multithreading, latency monitoring etc)
  • Exceptional grasp of the Linux/Unix O/S (memory leaks etc)
  • Strong computer science fundamentals and in particular really good algorithm knowledge

Get in touch, happy to share more about the company, team and projects.


Keywords:- C++, C ++, C++14, C++17, Quant Research, Quant Development, Quant Developer, Intraday Trading, Quant Fund, Hedge Fund, Finance, London, Equities, Futures, FX, Modelling, Strategies, Trading Signals, Multithreading, Linux, Unix, High-Performance, Operating Systems, Real-Time, Algorithms, Algorithmic Trading. Electronic Trading, E-Trading, Systematic Trading, High-Frequency Trading, HFT, High Frequency, Startup, Scaleup, Prop Trading, Execution, Algo Trading, Quant Trading, Parallel Computing, Optimisations, Low-Latency, Algorithms, Distributed Systems, Market Data, Connectivity, Trading Engine, Systems Design, Hardware, Kernel, Sockets, Networking, TCP/UDP, Systems Programming, Low-Level, Trading.
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