Research Driven Recruitment

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C++ Market Access Developer

Systematic Quant Fund

London

Posted 3 Wks Ago

Our client is a leading tech-driven quant and systematic hedge fund trading with offices across the globe. They leverage deep knowledge in data, research, technology and trading to deliver high-quality returns. This opportunity offers a dynamic and fast-paced environment with excellent scope for career growth.

You will be a key member of the development team, working closely with quant analysts/developers, traders and operations staff to build and enhance low-latency algorithmic trading strategies and solutions for researchers. You’ll collaborate over the design and implementation of cutting-edge systems, covering all aspects of algorithmic trading research, including the tick data management, back testing engine, and cloud computing tools.

2024 is a big year of growth for this firm, making now the perfect time to apply!

Requirements

  • 5+ years’ experience in low-latency Linux development using C/C++, STL, Boost
  • Proficiency with Linux / GCC development toolchain and Linux Red Hat essential
  • Solid experience in designing and implementing tick data management, and/or cloud computing tools
  • Strong communication skills, especially understanding user requirements
  • Comfortable working autonomously within a global team

Desirable skills/experience

  • Experience working within a mature continuous development process
  • Knowledge of L3 market data (tick data order by order)
  • Good knowledge of Equities and Futures asset classes

Benefits

  • Great opportunity to be part of a collaborative, creative environment where you can feel valued for your input
  • Competitive salary + generous benefits
  • Professional and personal development
  • Relaxed, casual culture, with a healthy work-life balance