Research Driven Recruitment

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C++ Quant Developer

Multi-Asset Class Systematic Trading


Posted 1 Mth Ago


Research at this leading investment firm is key to continued success: based on rigorous and innovative research, they design and implement systematic, computer-driven trading strategies across multiple liquid asset classes.

They’re looking to add an exceptional Quant Developer to a small engineering team within the central research technology team. Working directly with systematic Portfolio Managers – and closely associated with their success – you’ll  build, operate and evolve the tech stack through analyzing business requirements and identifying solutions.

The ideal candidate will have a background in a technically demanding industry (e.g. HFT, computer hardware, gaming) and be ready to solve all the challenges that come with the development of a modular system – data pipelines, intraday signal research tools, mid- & high-frequency trading, real-time market data, etc.


  • 2-6 years’ development experience in a similar role
  • Strong programming skills in C++ (plus some Python would be ideal)
  • Solid Linux admin experience
  • Bachelor’s (or higher) in Computer Science or Computer Engineering
  • A motivated self-starter, with creative & analytical problem-solving skills


  • Familiarity with computer architecture, databases, real time systems, and distributed computing


  • Market-leading base + bonuses + generous benefits
  • Meritocratic environment working with some of the smartest minds in industry
  • Excellent professional development (tuition assistance)
  • Plenty of opportunity to give back through volunteering & charity work