Hedge Fund - Senior C++QuantDeveloper - Equities - Linux - Python - Data/Algos/Low latency Hedge Fund background essential C++ (Version 11 upwards), Linux, Python (nice to have). Trading systems experience - ideally experience working in the equities space. Ideally the technical has experience with algo implementation. QuantitativeDeveloper - Equities Technology … We are in search of a QuantitativeDeveloper to join our team who is passionate about designing, architecting, and implementing low latency C++ systems that are not only robust, resilient, and accurate, but also exceptionally fast. Our team works directly with the firm's central trading teams. By constructing and maintaining this high-performance infrastructure … used by these teams, this developer will enable new trading opportunities across businesses and regions, allowing the best possible execution performance. Job Duties Development of execution algorithms, order management systems, strategy containers, connectivity, and messaging systems. Work directly with central trading teams to optimize the firm's overall execution performance. Enhance the platform's efficiency by utilizing network More ❯
This is a mid-level C++QuantDeveloper (suitable for a candidate in the 4-6 YOE range) will be responsible for designing, developing, and optimizing high-performance, low-latency trading infrastructure and quantitative models within a hedgefund in London. This role focuses on implementing models related to Stochastic Processes & Probabilistic Modeling, ensuring their efficient … execution within a real-time trading environment. The developer will work closely with quantitative researchers and traders to translate mathematical concepts into robust and highly optimized C++ code. Key Responsibilities Infrastructure Development: Build and maintain critical low-latency trading infrastructure components using modern C++ standards (C++17/20). Quantitative Model Implementation … Translate quantitative models, particularly those involving stochastic processes (e.g., Brownian motion, jump-diffusion models, Ito processes), into highly efficient and accurate C++ code. Performance Optimization: Identify and resolve performance bottlenecks in existing and new systems, focusing on micro-optimizations, cache efficiency, and concurrency. Latency Reduction: Implement techniques for minimizing latency in data processing, order execution, and market More ❯
This is a mid-level C++QuantDeveloper (suitable for a candidate in the 4-6 YOE range) will be responsible for designing, developing, and optimizing high-performance, low-latency trading infrastructure and quantitative models within a hedgefund in London. This role focuses on implementing models related to Stochastic Processes & Probabilistic Modeling, ensuring their efficient … execution within a real-time trading environment. The developer will work closely with quantitative researchers and traders to translate mathematical concepts into robust and highly optimized C++ code. Key Responsibilities Infrastructure Development: Build and maintain critical low-latency trading infrastructure components using modern C++ standards (C++17/20). Quantitative Model Implementation … Translate quantitative models, particularly those involving stochastic processes (e.g., Brownian motion, jump-diffusion models, Ito processes), into highly efficient and accurate C++ code. Performance Optimization: Identify and resolve performance bottlenecks in existing and new systems, focusing on micro-optimizations, cache efficiency, and concurrency. Latency Reduction: Implement techniques for minimizing latency in data processing, order execution, and market More ❯
Are you ready to be part of something truly special as the first quantdeveloper for a brand-new trading team? In short: We’re working with an elite global trading firm known for its success in high-frequency trading (HFT) but operating under the radar (they aren't the typical firm you hear about). They’re … up a brand-new trading desk in London, led by a top PM with a proven track record. This is a rare opportunity to be the first quantdeveloper on the team and help shape the future of their trading stack with the freedom to innovate while sharing in the potential for massive rewards. What makes this unique … latency trading. Work with a Humble Leader : You’ll work closely with a brilliant PM who has a strong technical background (from reinforcement learning strategies to low-latency C++ coding) and a pragmatic, collaborative approach. This is someone who’s not only mastered complex trading strategies but is also focused on building a team that thrives on open More ❯
Are you ready to be part of something truly special as the first quantdeveloper for a brand-new trading team? In short: We’re working with an elite global trading firm known for its success in high-frequency trading (HFT) but operating under the radar (they aren't the typical firm you hear about). They’re … up a brand-new trading desk in London, led by a top PM with a proven track record. This is a rare opportunity to be the first quantdeveloper on the team and help shape the future of their trading stack with the freedom to innovate while sharing in the potential for massive rewards. What makes this unique … latency trading. Work with a Humble Leader : You’ll work closely with a brilliant PM who has a strong technical background (from reinforcement learning strategies to low-latency C++ coding) and a pragmatic, collaborative approach. This is someone who’s not only mastered complex trading strategies but is also focused on building a team that thrives on open More ❯
A prestigious, multi-strategy hedge fund managing billions in global AUM is seeking a highly skilled QuantitativeDeveloper to join their front-office quantitative research team. This role focuses on the design and implementation of a state-of-the-art, cross-asset pricing and risk platform, built with a C++ server and lightweight Python … and Excel client interfaces. You will work directly with quantitative researchers, risk teams, and technologists in a fast-paced, collaborative environment, driving the development of scalable infrastructure to support advanced analytics and decision-making. Key Responsibilities: Architect and implement a robust server-client platform for cross-asset pricing and risk. Build and maintain real-time and batch job infrastructure … quants, trading, risk, and IT teams to deliver high-impact systems. Ideal Candidate Will Have: A Bachelor’s degree or higher in a STEM discipline. Expert proficiency in C++ development. Experience with Python, Excel, and SQL on Windows and Linux environments. Familiarity with GitHub and VS Code is a plus. A hands-on, collaborative attitude with a drive More ❯
A prestigious, multi-strategy hedge fund managing billions in global AUM is seeking a highly skilled QuantitativeDeveloper to join their front-office quantitative research team. This role focuses on the design and implementation of a state-of-the-art, cross-asset pricing and risk platform, built with a C++ server and lightweight Python … and Excel client interfaces. You will work directly with quantitative researchers, risk teams, and technologists in a fast-paced, collaborative environment, driving the development of scalable infrastructure to support advanced analytics and decision-making. Key Responsibilities: Architect and implement a robust server-client platform for cross-asset pricing and risk. Build and maintain real-time and batch job infrastructure … quants, trading, risk, and IT teams to deliver high-impact systems. Ideal Candidate Will Have: A Bachelor’s degree or higher in a STEM discipline. Expert proficiency in C++ development. Experience with Python, Excel, and SQL on Windows and Linux environments. Familiarity with GitHub and VS Code is a plus. A hands-on, collaborative attitude with a drive More ❯
City of London, London, United Kingdom Hybrid / WFH Options
Hunter Bond
Global quantitative hedge fund and systematic trading firm are now seeking a low latency C++ Software Engineer to join it's growing team. To apply, you will ideally have prior experience at an elite quant trading firm or similar company of equivalent scale/complexity. In this high performance computing team, you will be responsible for building … low-level programming and large scale distributed systems. Your experience will be in advanced C++, Linux and Python. Ideal experience may include: Low latency C++ Software Engineering, performance software Real-time software architecture Linux environments HPC Python, Bash, SQL GitHub, GitLab, CI/CD, CMake Ideally Computer Science Degree or similar discipline with 1st class grade More ❯
Global quantitative hedge fund and systematic trading firm are now seeking a low latency C++ Software Engineer to join it's growing team. To apply, you will ideally have prior experience at an elite quant trading firm or similar company of equivalent scale/complexity. In this high performance computing team, you will be responsible for building … low-level programming and large scale distributed systems. Your experience will be in advanced C++, Linux and Python. Ideal experience may include: Low latency C++ Software Engineering, performance software Real-time software architecture Linux environments HPC Python, Bash, SQL GitHub, GitLab, CI/CD, CMake Ideally Computer Science Degree or similar discipline with 1st class grade More ❯
QuantitativeDeveloper - C++ Millennium is a top tier global hedge fund with a strong commitment to leveraging innovations in technology and data science to solve complex problems.As part of the vision the firm is looking to hire a quantitativedeveloper to work on the next generation price and risk analytics platform.In addition … with and supporting users, gathering requirements, and facilitating integration with upstream systems.Millennium offers a dynamic, fast-paced environment with exceptional growth opportunities. Responsibilities Building and maintaining our in-house quantitative pricing and risk library (C++) Facilitate the integration of this library into upstream applications Maintain and enhance the eco-system around the library, including communication with other … departments and groups within the firm Promote C++ coding and design best practices Requirements Bachelor's degree in Maths, Computer Science, or other relevant discipline (higher qualification is a plus) 2+ years of professional experience as in C++ Development Modern C++ programming experience in C+/20 or above Knowledge of design patterns, data More ❯
New role here from one of my Investment Management clients looking for a talented Junior QuantDeveloper to join its Risk Management team. You will be part of a high-performance, collaborative environment, helping to build and maintain mission-critical infrastructure for risk … analysis and investment decision-making. Responsibilities - As a Junior QuantDeveloper, you will contribute to the ongoing development and support of the proprietary Risk Management platform and quantitative library. Build Python-based and Excel-based risk tools and integrations used by traders, analysts, and risk managers Develop, test and support C++quant code on proprietary … Risk Management system Improve accuracy of quantitative models for trading Maintain a constant smooth day-to-day process with fast bug-fixing Document quantitative models and system components effectively Skills- 1–2 years of experience in a quantitative or software development role, preferably in financial markets Proficiency in C++ and Python , with a focus on More ❯
New role here from one of my Investment Management clients looking for a talented Junior QuantDeveloper to join its Risk Management team. You will be part of a high-performance, collaborative environment, helping to build and maintain mission-critical infrastructure for risk … analysis and investment decision-making. Responsibilities - As a Junior QuantDeveloper, you will contribute to the ongoing development and support of the proprietary Risk Management platform and quantitative library. Build Python-based and Excel-based risk tools and integrations used by traders, analysts, and risk managers Develop, test and support C++quant code on proprietary … Risk Management system Improve accuracy of quantitative models for trading Maintain a constant smooth day-to-day process with fast bug-fixing Document quantitative models and system components effectively Skills- 1–2 years of experience in a quantitative or software development role, preferably in financial markets Proficiency in C++ and Python , with a focus on More ❯
C++QuantDeveloper – Cross-Asset Risk & Pricing | Leading Multi-Strategy Hedge Fund Join a high-performing quant team at a global multi-strategy hedge fund managing institutional capital across strategies including Global Credit, Volatility Arbitrage, and Equity L/S. With a strong focus on technology and collaboration, they are expanding its London platform. They are … seeking a talented C++developer to design and build a next-generation, cross-asset pricing and risk system. You’ll work closely with quants, traders, and risk teams to deliver high-performance infrastructure and real-time analytics - leveraging multithreading, vectorisation, adjoint differentiation, and cloud compute. What You'll Do: Develop C++ server architecture with … scenarios Collaborate with trading, quant, and tech teams in a fast-paced, agile setup Drive innovation in performance, scalability, and cloud deployment What We’re Looking For: Strong C++ skills (modern C++ preferred) Bachelors degree in Computer Science or closely related field Exposure to Python, Excel, and SQL in Windows/Linux environments Background in STEM More ❯
City of London, London, United Kingdom Hybrid / WFH Options
Radley James
C++QuantDeveloper – Cross-Asset Risk & Pricing | Leading Multi-Strategy Hedge Fund Join a high-performing quant team at a global multi-strategy hedge fund managing institutional capital across strategies including Global Credit, Volatility Arbitrage, and Equity L/S. With a strong focus on technology and collaboration, they are expanding its London platform. They are … seeking a talented C++developer to design and build a next-generation, cross-asset pricing and risk system. You’ll work closely with quants, traders, and risk teams to deliver high-performance infrastructure and real-time analytics - leveraging multithreading, vectorisation, adjoint differentiation, and cloud compute. What You'll Do: Develop C++ server architecture with … scenarios Collaborate with trading, quant, and tech teams in a fast-paced, agile setup Drive innovation in performance, scalability, and cloud deployment What We’re Looking For: Strong C++ skills (modern C++ preferred) Bachelors degree in Computer Science or closely related field Exposure to Python, Excel, and SQL in Windows/Linux environments Background in STEM More ❯
QuantitativeDeveloper - C++ Infrastructure for Quant Analytics Location London Business Area Product Ref # Description & Requirements The Quant Analytics department at Bloomberg sits within Enterprise Products and is responsible for modeling market data, pricing, and risk calculations of financial derivatives across all asset classes. Our C++ libraries are used by all Bloomberg products … management, and derivatives valuation services. The department includes several Quant teams focused on different asset classes, as well as portfolio-level analytics and model validation. These teams deliver C++ libraries, supported by Python-based validation and testing, that are integrated by the Engineering department into Bloomberg's IT systems. The Quant Library Architecture (QLA) team offers the opportunity … to build experience at the cutting edge of C++ and financial mathematics, engaging with and influencing a wide variety of stakeholders of differing skill sets, to deliver scalable and strategic enterprise pricing and risk solutions. QLA is a small team of C++ experts tasked with helping the Quants be as productive as possible, for the long More ❯
Quant Analytics department at Bloomberg sits within Enterprise Products and is responsible for modeling market data, pricing, and risk calculations of financial derivatives across all asset classes. Our C++ libraries are used by all Bloomberg products and services, including the Terminal with over 300,000 clients, trading system solutions, enterprise risk management, and derivatives valuation services. The department … includes several Quant teams focused on different asset classes, as well as portfolio-level analytics and model validation. These teams deliver C++ libraries, supported by Python-based validation and testing, that are integrated by the Engineering department into Bloomberg's IT systems. The Quant Library Architecture (QLA) team offers the opportunity to build experience at the cutting edge … of C++ and financial mathematics, engaging with and influencing a wide variety of stakeholders of differing skill sets, to deliver scalable and strategic enterprise pricing and risk solutions. QLA is a small team of C++ experts tasked with helping the Quants be as productive as possible, for the long term. We are seeking a proficient C++More ❯
Our client, a globally leading systematic hedge fund, is seeking a C++QuantitativeDeveloper to join its fixed income trading desk. You'll help researchers and traders build the systems that power fast data-driven decisions for the firm. This is an exciting opportunity to work in a firm that fosters a collaborative environment using … Traders and Software Engineers Help design and build high performance research and low latency trading systems What you'll have: 3+ years professional software development experience with modern C++ A background from tech or finance Knowledge of how systems work under the hood (CPU, OS, Memory etc.) Willingness to learn and work in a fast paced environment Bonus More ❯
Our client, a globally leading systematic hedge fund, is seeking a C++QuantitativeDeveloper to join its fixed income trading desk. You'll help researchers and traders build the systems that power fast data-driven decisions for the firm. This is an exciting opportunity to work in a firm that fosters a collaborative environment using … Traders and Software Engineers Help design and build high performance research and low latency trading systems What you'll have: 3+ years professional software development experience with modern C++ A background from tech or finance Knowledge of how systems work under the hood (CPU, OS, Memory etc.) Willingness to learn and work in a fast paced environment Bonus More ❯
market and are taking a leadership position in building an innovative and compliant market. Read more here. Working at Wintermute We are looking for a C++QuantDeveloper who is passionate about technology, interested in both low level details of how computer hardware operates and high-level design of large systems, as well as in data … as commercial experience. A PhD in maths is not uncommon for our Quant Developers, and at least a graduate level of maths skills is required. Interest in algorithmic and quantitative trading is a plus. At Wintermute you will have an opportunity to grow and make direct impact on trading by developing and improving all the parts of the trading … your talents and company needs. The focus of the role would be to create data infrastructure to bring the analytics to the next level and support the scaling of quantitative trading. Projects may also include upgrading major trading system components, designing a completely new application from scratch, working on implementation of pricing models. We will share more technical details More ❯
on the digital asset market and are taking a leadership position in building an innovative and compliant market. Read more here. Working at Wintermute Wintermute seeks an experienced C++Developer for its growing options team, one of the biggest electronic trading desks in the crypto options market. In this role, you will directly collaborate with our … fast execution. Testing: Contribute to the development of unit and integration tests to ensure the reliability and stability of the trading system. Hard Skills requirements Strong proficiency in C++ programming and software development best practices. Experience in developing trading platforms, preferably from a HFT environment. Knowledge of options or crypto would be an advantage. Familiarity with market data More ❯
investment firm on a greenfield rebuild of its macro analytics and trading infrastructure. This cloud-native platform will power high-performance pricing and risk systems. As Lead QuantDeveloper , you'll drive this transformation-leading a team to deliver scalable, production-grade solutions at the intersection of quant finance and advanced engineering. Responsibilities Architect and build a next … gen macro analytics platform in modern C++, optimised for performance and scale. Develop distributed systems and Monte Carlo engines for real-time pricing and risk in cloud and multi-core environments. Collaborate with quants and traders to productionize models and integrate analytics into front-end … tools like Excel. Requirements Strong technical foundation: Expert in modern C++ (17/20), solid Python skills, and experience with Excel integration. Quant & systems expertise: Background in quantitative disciplines, with hands-on experience in distributed computing, performance optimisation, and cloud-native deployment (Docker/Kubernetes). Leadership & domain knowledge: Proven team leadership, strong grasp of derivatives and More ❯
QuantitativeDeveloper/Researcher – FX, London Join the Cutting Edge of Systematic Trading! Are you passionate about merging technology with high-stakes finance? We're looking for a top-tier QuantitativeDeveloper/Research Engineers to drive innovation at the heart of automated trading. Collaborate with brilliant minds to create and launch game-changing … and real-time data to redefine the future of trading. Your Mission Architect, develop, and deploy sophisticated software solutions that supercharge automated trading systems Work side-by-side with Quantitative Researchers to design custom, high-performance solutions that elevate our trading capabilities and stay ahead of the market What You Bring A burning passion for technology, software development, and … of C++ with an added bonus if you know Python Experience building high-performance trading software, with a relentless focus on speed and efficiency Deep understanding of quantitative trading environments and market data – or a keen desire to master them Razor-sharp quantitative and analytical abilities to solve unique challenges in real-time A Bachelor's More ❯
QuantitativeDeveloper/Researcher – FX, London Join the Cutting Edge of Systematic Trading! Are you passionate about merging technology with high-stakes finance? We're looking for a top-tier QuantitativeDeveloper/Research Engineers to drive innovation at the heart of automated trading. Collaborate with brilliant minds to create and launch game-changing … and real-time data to redefine the future of trading. Your Mission Architect, develop, and deploy sophisticated software solutions that supercharge automated trading systems Work side-by-side with Quantitative Researchers to design custom, high-performance solutions that elevate our trading capabilities and stay ahead of the market What You Bring A burning passion for technology, software development, and … of C++ with an added bonus if you know Python Experience building high-performance trading software, with a relentless focus on speed and efficiency Deep understanding of quantitative trading environments and market data – or a keen desire to master them Razor-sharp quantitative and analytical abilities to solve unique challenges in real-time A Bachelor's More ❯
A niche electronic trading quant fund based in London are now seeking a top end C++ Software Engineer to join it's growing team. You will have prior experience at an elite quant trading firm or similar company of equivalent scale/complexity. In this high performance computing team, you will be responsible for building low-level programming … distributed systems. Your experience will be at scale in advanced C++. Ideally Computer Science Degree or similar discipline with 1st class grade Commercial experience in C++ Software Engineering, performance software Financial trading, banking or hedge fund exposure Strong interest in working for a top end, high performance, tech-driven hedge fund Great work environment, WFH/Hybrid opportunity. More ❯
City of London, London, United Kingdom Hybrid / WFH Options
Hunter Bond
A niche electronic trading quant fund based in London are now seeking a top end C++ Software Engineer to join it's growing team. You will have prior experience at an elite quant trading firm or similar company of equivalent scale/complexity. In this high performance computing team, you will be responsible for building low-level programming … distributed systems. Your experience will be at scale in advanced C++. Ideally Computer Science Degree or similar discipline with 1st class grade Commercial experience in C++ Software Engineering, performance software Financial trading, banking or hedge fund exposure Strong interest in working for a top end, high performance, tech-driven hedge fund Great work environment, WFH/Hybrid opportunity. More ❯
