Quantitative Developer

2 months ago

London, Greater London, United Kingdom Multi-Strat Hedge Fund Full time
Job Title: Quantitative Developer (C++)

Company: Multi-Strat Hedge Fund

Department: Equities and Futures Trading Pod

Position Type: Full-time

We are a leading global hedge fund with a strong track record of delivering superior returns through sophisticated trading strategies and cutting-edge technology. Our firm operates across various asset classes, including equities, futures, fixed income, and more. We foster a collaborative environment where innovative ideas are encouraged, and employees are empowered to excel.

Job Summary:

We are seeking a highly skilled Quantitative Developer with expertise in C++ to join our Equities and Futures Trading Pod in London. This role is integral to the development and enhancement of our trading algorithms, quantitative models, and high-performance trading systems.

Key Responsibilities:

  • Design, develop, and optimize trading algorithms for equities and futures markets using C++.
  • Quantitative Model Implementation: Collaborate with quantitative researchers to translate mathematical models into robust, efficient, and scalable code.
  • System Performance Optimization: Ensure high performance and low latency of trading systems through rigorous optimization and testing of C++ code.
  • Backtesting and Simulation: Develop tools and frameworks for backtesting trading strategies and running simulations to validate model performance.
  • Data Analysis: Analyze large datasets to identify patterns, trends, and opportunities that can inform trading strategies.
  • Code Review & Maintenance: Participate in code reviews, maintain high code quality standards, and contribute to the continuous improvement of development practices.
  • Risk Management: Develop and integrate risk management tools to monitor and mitigate potential risks in trading strategies.

Requirements:

  • Bachelor's, Master's, or PhD in Computer Science, Engineering, Mathematics, Physics, or a related quantitative discipline.
  • Expertise in C++: Strong proficiency in C++ (11/14/17) with a focus on performance optimization, memory management, and multithreading.
  • Additional Languages: Proficiency in Python, R, or other scripting languages is a plus.
  • Financial Knowledge:
    • Market Expertise: In-depth knowledge of equities and futures markets, with a strong understanding of market microstructure and trading strategies.
    • Quantitative Skills: Familiarity with mathematical modeling, statistical analysis, and machine learning techniques.

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