Team Lead – Quant Development (Global Hedge Fund)

About the role

Our client, a leading global hedge fund, is seeking an experienced Quantitative Developer to lead a small team. The role combines hands‑on C++ development of low‑latency trading infrastructure with technical leadership and mentorship.

Key responsibilities

• Lead, mentor and manage a team of quantitative developers, fostering a collaborative culture.
• Design, architect and implement low‑latency C++ systems including execution algorithms, order‑management, strategy containers, connectivity and messaging.
• Collaborate with central trading teams to optimise overall execution performance.
• Enhance platform efficiency using network and systems programming techniques to reduce latency.
• Develop tools for historical market data, trading simulations, automated testing and performance benchmarking.
• Gather requirements from traders and deliver robust solutions in a fast‑paced environment.

Required profile

• Bachelor’s degree or higher in Computer Science, Engineering or a related quantitative field.
• 12+ years of professional software development experience.
• 7+ years in a front‑office financial services environment with senior or technical‑lead responsibilities.
• Strong understanding of low‑latency, real‑time system design and Linux internals.
• Experience across multiple asset classes, especially equities and futures.

Required skills

• C++ (including C++17 and C++20)
• Multithreading and asynchronous programming
• Linux system programming and networking
• Python for quantitative research and data processing
• Execution algorithm performance analysis
• Order‑management and market‑data handling tools