C++ Quant Developer at a Start-up Hedge Fund

Looking to join a growing hedge fund's brand new London office? If you're a C++ Quantitative Developer specialising in options, derivatives, and quantitative strategies then this offers an exciting opportunity to directly impact the firm's success. The role focuses on designing and implementing a new pricing library from scratch, with an emphasis on the architecture of data pipelines, scalable option pricing models, and production-ready solutions. Proficiency in Linux, server monitoring, and experience implementing trading strategies into production is preferable, as you’ll be optimising the existing strategy and preparing to expand into additional strategies. You'll have the chance to work directly with one of the firm's co-founders, who brings extensive experience by coming from an industry leading proprietary trading firm. Along with this, you will have the autonomy to build your own models and shape how things are done. Ready to take on a pivotal role in a growing hedge fund? Please apply or contact me directly at megansaragossa.io No up-to-date CV required.

Location: London, GB

Posted Date: 1/21/2025