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 ❯
London, England, United Kingdom Hybrid / WFH Options
Oxford Knight
Senior C++QuantitativeDeveloper - Ultra High Frequency Trading Location: London Established HFT firm seeking an experienced C++developer passionate about high-performance, low-latency systems. The role of 'Senior QuantitativeDeveloper' offers the chance to work with top professionals on challenging technical projects, including low-latency C++ development, HFT algorithm development, and hardware optimization. About the Role: Collaborate with a team of developers and quantitative experts to design, develop, and optimize ultra-low-latency trading algorithms. Focus on CPU cache optimization, memory management, and threading, requiring a strong foundation in high-performance programming and systems architecture. Work closely with FPGA systems and lead initiatives … to enhance trading infrastructure, contributing to client and investor success. Role Requirements: Bachelor's or Master's degree in Computer Science, Engineering, or related field 5+ years of C++ experience, emphasizing low-level programming and metaprogramming for high-performance applications Expertise in CPU architecture, memory management, multithreading, and Linux systems Experience with high-frequency trading or market order More ❯
Senior QuantitativeDeveloper (Low-Level C++)- Systematic Quant Fund My client is a global quantitative and systematic investment manager, operating in all liquid asset classes across the world. A technology and data driven group implementing a scientific approach to investing. Combining data, research, technology, and trading expertise has shaped the collaborative mindset, enabling them … solve the most complex challenges. They have a culture of innovation which continuously drives their ambition to deliver high quality returns for investors. About the Role: Seeking an exceptional QuantitativeDeveloper specializing in low-level C++ and metaprogramming to contribute to ultra-high-frequency trading strategies. This role requires extensive expertise in memory management, threading … high-performance and low-latency coding. The candidate will interact with FPGA systems and work closely on optimizing and developing trading strategies. Develop, optimize, and maintain high-performance C++ code for ultra-low-latency trading systems. Work on strategy interaction with FPGA to ensure seamless integration. Mentor junior developers, fostering technical growth and best practices. Collaborate with infrastructure More ❯
Summary Senior QuantDeveloper/Low-Latency C++ Engineer at a leading quant & systematic fund. Looking for an exceptional low-level C++ programmer with deep metaprogramming experience and a minimum of 7+ years' professional C++ experience (since university/graduation). In this role, you will: Develop, optimize, and maintain high-performance … C++ code for ultra-low-latency trading systems. Work on strategy interaction with FPGA to ensure seamless integration. Collaborate with infrastructure and network teams to ensure optimal system performance. Skills and Experience Required Minimum 7+ years' C++ experience In-depth knowledge of memory management, multithreading, CPU cache optimization, and Linux Solid understanding of infrastructure and network More ❯
Join to apply for the QuantitativeDeveloper - C++ role at Millennium 1 week ago Be among the first 25 applicants Join to apply for the QuantitativeDeveloper - C++ role at Millennium Get AI-powered advice on this job and more exclusive features. 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 to contributing to the development of this library, the role involves interacting 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 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 … Technology, and Other Industries Investment Management, Investment Banking, and Financial Services Referrals increase your chances of interviewing at Mondrian Alpha by 2x Sign in to set job alerts for “QuantitativeDeveloper” roles. Greater London, England, United Kingdom 2 weeks ago QUANTDEVELOPER -Python (TOP HEDGE FUND!) London, England, United Kingdom 3 weeks ago London, England More ❯
London, England, United Kingdom Hybrid / WFH Options
Hunter Bond
C++QuantitativeDeveloper (Junior to Senior/Lead) - Hybrid Working - £70,000 - £275,000 Base (+ Bonus) Client: Elite Algorithmic Market Making Firm Location: London (Hybrid) The role: My client is seeking a talented QuantitativeDeveloper to help build their next generation performance trading platform. The existing team consists of some of … the brightest minds hailing from a range of backgrounds (Big tech, Start-ups etc), all striving to build the next generation of performance technology. As a QuantitativeDeveloper, you will work across a range of projects, within which you will get end-to-end input on design and development as well as a real say in the … direction that the team moves. You will have: 2+ years experience as a QuantitativeDeveloper (or related field like Software Engineering). Experience working with highly distributed, robust, and scalable systems. Experience working on trading systems, ideally with algorithm implementation. Experience working in a Front-Office environment. Responsibilities: Develop and optimise execution algorithms and various tools to 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 ❯
Social network you want to login/join with: New Trading Team's 1st C++QuantDeveloper | HFT, slough col-narrow-left Client: Augmentti Location: slough, United Kingdom Job Category: Other - EU work permit required: Yes col-narrow-right Job Views: 4 Posted: 31.05.2025 Expiry Date: 15.07.2025 col-wide Job Description: 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 setting 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? Exceptional Financial Upside : Think 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 ❯
london (city of london), south east england, united kingdom
Augmentti
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 ❯
London, England, United Kingdom Hybrid / WFH Options
Radley James
exclusive features. Direct message the job poster from Radley James FinTech Headhunter | Connecting Top Software Developers & Quant Traders with Leading Financial Institutions | Specialist @ 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 … United Kingdom 2 weeks ago London, England, United Kingdom 2 weeks ago London, England, United Kingdom 3 weeks ago Greater London, England, United Kingdom 4 days ago Python QuantDeveloper - Equity Derivatives QuantitativeDeveloper - Systematic Hedge Fund London, England, United Kingdom 1 week ago Python QuantDeveloper - Leading energy firm C++ … Developer- Trading Strategies London, England, United Kingdom 8 months ago London, England, United Kingdom 2 weeks ago Greater London, England, United Kingdom 3 weeks ago QuantDeveloper - Systematic Commodities - £300k+ QuantDeveloper - Mid Frequency Trading - Cash Equities- £350k London Area, United Kingdom £100,000.00-£200,000.00 5 hours ago We’re unlocking community 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 ❯
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 ❯
london (city of london), south east england, united kingdom
Mondrian Alpha
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 ❯
Social network you want to login/join with: C++QuantDeveloper – Multi-Asset Risk Platform – Elite Hedge Fund, Slough Client: Location: Slough, United Kingdom Job Category: Other - EU work permit required: Yes Job Views: 2 Posted: 31.05.2025 Expiry Date: 15.07.2025 Job Description: 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 designing and implementing 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 … 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 ❯
Social network you want to login/join with: C++QuantDeveloper – Multi-Asset Risk Platform – Elite Hedge Fund, london (city of london) col-narrow-left Client: Location: london (city of london), United Kingdom Job Category: Other - EU work permit required: Yes col-narrow-right Job Views: 2 Posted: 16.06.2025 Expiry Date: 31.07.2025 col-wide Job … Description: 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 More ❯
right Job Views: 5 Posted: 12.05.2025 Expiry Date: 26.06.2025 col-wide Job Description: 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 … 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 ❯
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 ❯
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. … 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 in C++ Development Modern C++ programming experience in C++17/20 or above Knowledge of design patterns, data structures More ❯
strategies. You'll also build out data pipelines to collecting new alternative datasets, automate research workflows, and manage and scale core components of research infrastructure. The successful QuantDeveloper will have a strong work ethic and a sense of accountability. Requirements Must have minimum 2+ years of QuantDeveloper experience Strong coding experience in Python and … C++, with excellent debugging and analytical skills Experience with Python data science stack, e.g. Pandas/Numpy/Scikit-learn Keen proponent of writing automated tests Bachelors or Masters degree from a top-tier university in Computer Science, Maths, Engineering or related field Benefits Competitive base salaries and performance-based bonuses Very collaborative culture, ideas are implemented Work More ❯
London, England, United Kingdom Hybrid / WFH Options
eFinancialCareers
Summary: A London leading quant/systematic hedge fund are looking for a quantdeveloper to join their quant team in London. The successful quantdeveloper will be building quant technology infrastructure in C# and Python, working closely with quant analysts, traders and software developers in an agile, test-driven team. Requirements: BSc/MSc in … STEM from a top university Strong programming skills in an OO language - C#, C++ or Java Strong mathematical skillset, knowledge of SQL, exposure to Python Benefits: World-leading compensation and front office bonus scheme Work alongside elite engineers and traders in a highly technical agile environment Offices in central London with remote working options Contact If you're More ❯
Social network you want to login/join with: C++QuantDeveloper – Systematic Equities | London, London col-narrow-left Client: Oxford Knight Location: London, United Kingdom Job Category: Other - EU work permit required: Yes col-narrow-right Job Reference: b40a198e6e69 Job Views: 4 Posted: 02.06.2025 Expiry Date: 17.07.2025 col-wide Job Description: Summary Superb opportunity to … join one of the world’s most prestigious hedge funds as a QuantDeveloper within Systematic Equities. This is a high impact role, within a small, entrepreneurial investment team, where you will be building critical trading infrastructure in a highly collaborative environment. Working directly with the senior PM and quant researchers, your primary focus will be designing, coding … Computer Science, Physics, Engineering, Statistics, Applied Mathematics, or related technical field, from a top-tier university Knowledge of machine learning and statistical techniques and related libraries Experience as a quantitativedeveloper supporting an intraday (or faster) system Experience with the development practices of large tech (Google/Meta, etc.) or finance firms Benefits & Incentives: Significant salary + More ❯