Salary: $250k base, TC $350k
Experience: 5-8 years
Job Description:
Fantastic opportunity for a modern C++ engineer to join a core quant group of researchers and developers at one of the world’s most prestigious hedge funds. This group provides an intraday and end-of-day price & risk analytics platform used by traders and PMs – empowering the fund to make the best-informed investment decisions.
Greenfield work, in this role you’ll take ownership of the whole SDLC; developing new – and supporting existing – microservices that make up the distributed risk calculation system. You will get a lot of product exposure whilst working closely with other teams across the world (research, tech, trading, middle office).
Most of the codebase is written in C++, utilising such open-source technologies as Google RPC, Redis, Docker, Kubernetes, AWS, with Java and Python used for data feeds and tooling.
To be successful, you’ll enjoy facing off to the business, with the drive to see projects through from idea stage to the end user.
Skills and Experience Required
- 3+ years’ professional experience with modern C++ (at least C++14, ideally later)
- Bachelor’s degree in Math, Computer Science (or other STEM field) from a top-tier university
- Strong programming skills with clean reliable code
- Finance industry experience beneficial, but not required
Desirable:
- Experience with Python and/or Java would be a plus
- Modern development stack: source control, CI/CD, containers, etc.
- Knowledge of statistics, stochastic processes, discrete math, etc.
Benefits & Incentives
- Greenfield work / big impact
- Very collaborative culture, ideas are implemented
- Plenty of exposure to the business / trading