C++ Quant Developer - Multi-Strat Hedge Fund (London Area)

C++ Quant Developer – 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 Python/Excel front-ends
• Build real-time and batch routines for pricing, risk, and 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; experience with GitHub/VS Code a plus
• Hands-on, collaborative mindset

This opportunity offers a competitive compensation package and hybrid working model.