An elite prop trading firm with a relaxed yet rewarding approach is looking for exceptional quantitative developers with C++ experience. They are scientific, tech-driven and they invest heavily in their engineering teams. Developers here are truly world-class.
Collaborating with traders and other developers, this is a high-impact role. You will be responsible for building and improving in-house applications, through to cutting-edge web-based user interfaces, to tools to interrogate multi-terabyte data sets.
The ideal candidate will come from a mathematical background, with an enthusiasm for learning new technologies. You must be an exceptional communicator, adept at sharing and presenting your expertise to technical and non-technical users alike. Requirements:
Culture / Benefits
- Significant C++ experience, including writing, deploying and maintaining in a production environment, with some Python development skills
- Sound programming fundamentals and mathematical techniques
- Experience in any of the following is a bonus: large data sets, time series, Python libraries (e.g. sciPy, numPy, pyTorch, pandas, pickle, hd5, feather, etc.)
- Outstanding level of attention to detail and quality
- Desirable: buy-side firm experience and/or knowledge of derivative pricing
- Excellent bonus potential and compensation
- Friendly, informal yet highly rewarding work culture
- No dress code, catered offices and regular social events
- Work with the latest technologies on complex problems with significant impact
If you feel you are a good match, please don't hesitate to get in touch: Dan Hampton