Quantitative Developer – C++ (Systematic Hedge Fund)

About the role

Join a systematic hedge fund in central London as a Quantitative Developer, working on high‑performance trading engines and cutting‑edge systematic trading models. You will collaborate closely with other quants to enhance and expand the firm’s trading infrastructure.

Key responsibilities

• Develop a new critical high‑performance trading engine and execution system.
• Research and develop new trading frameworks and software.
• Design and deploy trading infrastructure components with a focus on long‑term code reuse.
• Monitor system latency, performance, and strategy outcomes.
• Propose innovative ideas and experiment with emerging technologies.

Required profile

• 2+ years of relevant software engineering or quantitative development experience.
• Bachelor’s or Master’s degree in Computer Science, Mathematics, Physics, Electrical Engineering, or Statistics.
• Strong C++ programming skills; Python and/or KDB/Q knowledge is a plus.
• Excellent numerical and technical abilities with the capacity to work quickly under time constraints.

Required skills

• C++
• Python
• KDB/Q (optional)

What we offer

• Competitive base salary ranging from £110,000 to £190,000 per year.
• Discretionary annual bonus (£20,000‑£50,000) based on individual and team performance.
• Permanent, onsite role in central London with visa sponsorship available.
• Opportunity to work on innovative systematic trading projects within a well‑established hedge fund.