C++ Quantitative Developer

This is a mid-level C++ Quant Developer (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 data handling.
• System Design: Contribute to the architectural design of distributed, scalable, and resilient trading systems.
• Testing and Validation: Develop comprehensive unit, integration, and performance tests for all implemented components and models.
• Collaboration: Work effectively with quantitative researchers, traders, and other technology teams to ensure solutions meet business requirements and technical standards.
• Code Quality: Adhere to best practices in software development, including code reviews, documentation, and version control.
• Research & Innovation: Stay current with advancements in C++, low-latency programming, and quantitative finance.

Required Qualifications

• C++ Expertise: Strong proficiency in modern C++ (C++17/20) with a deep understanding of data structures, algorithms, object-oriented design, and multi-threading.
• Process and Thread Management: Experience with Inter-Process Communication (IPC) Mechanisms (for example, Pipes, Sockets, Shared Memory) and CPU Scheduling Algorithms (for example, First-Come First-Served, Shortest Job First, Round Robin, Priority Scheduling).
• Concurrency and Synchronization: Experience with Race Conditions and Critical Sections, Synchronization Primitives (Mutexes, Semaphores, Monitors, Locks), Deadlocks and Deadlock Prevention/Detection/Avoidance, and Condition Variables.
• Quantitative Finance Knowledge: Solid understanding of quantitative finance concepts, including probability theory, stochastic calculus, and financial derivatives. Specific experience with stochastic processes is essential.
• Performance Tuning: Experience with performance profiling tools and optimization techniques.
• Operating Systems: Experience with Linux/Unix environments and system-level programming.
• Problem-Solving: Strong analytical and problem-solving skills with attention to detail.

Preferred Qualifications

• Distributed Systems: Knowledge of distributed system architectures and messaging frameworks.
• Familiarity with Stochastic Processes and Probabilistic Modeling.