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- Tasks: Join a dynamic team to design and implement cutting-edge pricing and risk platforms.
- Company: Work with a prestigious hedge fund managing billions globally.
- Benefits: Enjoy top-tier compensation, performance bonuses, and exposure to elite trading teams.
- Why this job: Be part of a fast-paced, collaborative environment driving advanced analytics and decision-making.
- Qualifications: Bachelor’s degree in STEM, expert C++ skills, and experience with Python, Excel, and SQL required.
- Other info: Opportunity to work on innovative projects with leading quants and technologists.
The predicted salary is between 60000 - 84000 £ per year.
A prestigious, multi-strategy hedge fund managing billions in global AUM is seeking a highly skilled Quantitative Developer 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.
- Architect and implement a robust server-client platform for cross-asset pricing and risk.
- Develop continuous integration, release, and automated testing frameworks.
- Design and manage secure, high-performance databases.
- Leverage advanced computational techniques: multithreading, vectorization, adjoint differentiation, machine learning.
- Partner with quants, trading, risk, and IT teams to deliver high-impact systems.
A Bachelor’s degree or higher in a STEM discipline is required. Expert proficiency in C++ development is essential, along with experience with Python, Excel, and SQL on Windows and Linux environments. This role offers top-of-market compensation with performance-driven bonuses, alongside exceptional exposure to systematic and discretionary trading teams within a world-class fund.
C++ Quantitative Developer - Hedge Fund employer: Mondrian Alpha
Contact Detail:
Mondrian Alpha Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land C++ Quantitative Developer - Hedge Fund
✨Tip Number 1
Network with professionals in the hedge fund industry, especially those who work as quantitative developers. Attend industry conferences or meetups to connect with potential colleagues and learn about their experiences.
✨Tip Number 2
Familiarise yourself with the latest trends in quantitative finance and C++ development. Follow relevant blogs, podcasts, and forums to stay updated on new techniques and tools that are being used in the field.
✨Tip Number 3
Consider contributing to open-source projects related to quantitative finance or C++. This not only enhances your skills but also showcases your commitment and expertise to potential employers.
✨Tip Number 4
Prepare for technical interviews by practising coding challenges specifically in C++. Focus on algorithms, data structures, and system design, as these are crucial for a role in quantitative development.
We think you need these skills to ace C++ Quantitative Developer - Hedge Fund
Some tips for your application 🫡
Tailor Your CV: Make sure your CV highlights your expertise in C++ development and any relevant experience with Python, Excel, and SQL. Emphasise projects or roles where you've worked on quantitative research or risk management.
Craft a Strong Cover Letter: In your cover letter, express your passion for quantitative finance and your understanding of the hedge fund environment. Mention specific skills that align with the job description, such as multithreading and machine learning techniques.
Showcase Relevant Projects: If you have worked on any projects related to cross-asset pricing or risk platforms, be sure to include them in your application. Detail your role, the technologies used, and the impact of your contributions.
Highlight Team Collaboration: Since this role involves working closely with various teams, mention any experiences where you collaborated with quants, trading, or IT teams. This will demonstrate your ability to thrive in a fast-paced, collaborative environment.
How to prepare for a job interview at Mondrian Alpha
✨Showcase Your C++ Expertise
Make sure to highlight your proficiency in C++. Be prepared to discuss specific projects where you've implemented complex algorithms or optimised performance, as this will demonstrate your technical skills and problem-solving abilities.
✨Understand the Hedge Fund Environment
Familiarise yourself with how hedge funds operate, especially in terms of quantitative research and trading strategies. Being able to discuss current trends in the industry will show your genuine interest and understanding of the role.
✨Prepare for Technical Questions
Expect to face technical questions related to multithreading, vectorization, and machine learning. Brush up on these topics and be ready to solve problems on the spot, as this will showcase your analytical thinking and coding skills.
✨Demonstrate Collaboration Skills
Since the role involves working closely with quants, risk teams, and IT, be prepared to discuss your experience in collaborative environments. Share examples of how you've successfully partnered with others to deliver impactful solutions.
