Research Driven Recruitment

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C++ Quantitative Developer

Systematic Trading


Posted 3 Mths Ago

Salary: up to £600k total comp


Job description:


This premier investment firm undertake rigorous research and deploy systematic, computer-driven trading strategies across multiple liquid asset classes. Technology is central to their success. Systematic macro trading within equities, FX and Futures, they run both intra-day strategies and build long-term systematic HFT strategies.


They’re looking for a strong software engineer to join their growing development team in London. Working on critical greenfield projects, you’ll build high-performance components for both live trading and simulation, as well as increasing automation and robustness of the research infrastructure, including alpha estimation, risk modelling, and backtesting. With lots of project ownership and a collaborative start-up environment, this is a fantastic place to work.


  • 3+ years’ development experience in a similar role
  • Strong programming skills in C++ (and some Python would be ideal)
  • Bachelors (or higher) in Computer Science or other quantitative discipline
  • A motivated self-starter, with creative & analytical problem-solving skills
  • Equally comfortable working independently as in a small team


  • Experience working as part of a small trading team
  • Skills/experience in any of the following: SQL, MongoDB, Bash, Git, Docker, Linux/Unix


  • Market-leading base + bonuses
  • Meritocratic work culture and environment
  • Excellent professional development
  • Outstanding opportunities for project ownership