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- Tasks: Develop low-latency C++ systems for trading, optimising performance and collaborating with trading teams.
- Company: Join a leading global hedge fund focused on tech and data science innovations.
- Benefits: Competitive salary based on skills, with potential for remote work and flexible arrangements.
- Why this job: Be part of a fast-paced environment that drives trading innovation and enhances execution performance.
- Qualifications: 5+ years in financial services, strong C++ skills, and experience in high-frequency trading preferred.
- Other info: Contact Sam Jenkins for more details and to explore this exciting opportunity!
The predicted salary is between 72000 - 108000 £ per year.
This is a top-tier global hedge fund with a strong commitment to leveraging innovations in technology and data science to solve complex problems for the business. Now looking for a Quantitative Developer to join the 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. You'll work directly with the firm's central trading teams. By constructing and maintaining this high-performance infrastructure used by these teams, you 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 and systems programming, along with other advanced techniques to reduce latency.
- Create systems, interfaces, and tools for historical market data and trading simulations to boost research productivity and system testability.
- Assist in building and maintaining automated tests, performance benchmark framework, and other tools.
- Collaborate closely with trading teams to gather requirements and develop solutions in a fast-paced environment.
Qualifications
- 5+ years of professional experience in a front-office, financial services environment as a senior contributor.
- 10+ years' cumulative professional experience.
- Strong preference for candidates with experience in proprietary finance, high-frequency trading (HFT) and/or market-making.
- Strong background in data structures, algorithms, and object-oriented programming in C++, including proficiency with new features of C++17 and C++20.
- Proficiency with multithreading and asynchronous environments.
- Strong understanding of low-latency and real-time system design and implementation.
- Strong understanding of Linux system internals and networking.
- Strong financial experience across multiple asset classes, with a focus on real-time low-latency trading systems for equities and futures.
- Familiarity with Python for quantitative research and data-oriented processing.
- Familiarity with analysis of execution algorithm performance.
Salary
Variable - they are market leaders in compensation and pay talent based on technical ability and what they deserve. They do not base offers on your current earnings or average pay for years of experience.
Contact
If this sounds like you, or you'd like to know more, please get in touch! Sam Jenkins +44 (0)20 7663 2734
C++ LL Quant Developer, Equities - London / Amsterdam- Leading Global Hedge Fund | London, UK employer: Oxford Knight
Contact Detail:
Oxford Knight Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land C++ LL Quant Developer, Equities - London / Amsterdam- Leading Global Hedge Fund | London, UK
✨Tip Number 1
Make sure to brush up on your C++ skills, especially the new features from C++17 and C++20. Being able to demonstrate your proficiency in these areas during discussions can set you apart from other candidates.
✨Tip Number 2
Familiarise yourself with low-latency system design and real-time trading systems. Having concrete examples of how you've implemented these concepts in previous roles will show your practical experience and understanding of the field.
✨Tip Number 3
Network with professionals in the hedge fund industry, particularly those involved in quantitative development. Engaging with them on platforms like LinkedIn can provide insights into the company culture and expectations, which can be invaluable during interviews.
✨Tip Number 4
Prepare to discuss your experience with multithreading and asynchronous programming. Be ready to explain how you've used these techniques to enhance performance in past projects, as this is crucial for the role.
We think you need these skills to ace C++ LL Quant Developer, Equities - London / Amsterdam- Leading Global Hedge Fund | London, UK
Some tips for your application 🫡
Tailor Your CV: Make sure your CV highlights your experience in C++ development, particularly in low-latency systems. Emphasise any relevant projects or roles that showcase your skills in high-frequency trading and financial services.
Craft a Compelling Cover Letter: Write a cover letter that specifically addresses the job description. Mention your passion for quantitative development and how your background aligns with the firm's focus on technology and data science.
Showcase Relevant Skills: In your application, clearly outline your proficiency with C++17 and C++20, as well as your experience with multithreading and asynchronous programming. Highlight any familiarity with Linux system internals and networking.
Demonstrate Financial Acumen: Include examples of your experience with real-time low-latency trading systems and your understanding of various asset classes. This will show that you have the financial knowledge necessary for the role.
How to prepare for a job interview at Oxford Knight
✨Showcase Your C++ Expertise
Be prepared to discuss your experience with C++ in detail, especially focusing on the new features of C++17 and C++20. Highlight specific projects where you implemented low-latency systems, as this will demonstrate your technical proficiency.
✨Understand the Financial Landscape
Familiarise yourself with the financial services environment, particularly in high-frequency trading and market-making. Be ready to discuss how your technical skills can enhance trading performance and execution strategies.
✨Demonstrate Problem-Solving Skills
Prepare to tackle hypothetical scenarios or case studies during the interview. This will allow you to showcase your analytical thinking and ability to design robust systems under pressure, which is crucial for a Quant Developer role.
✨Communicate Effectively with Trading Teams
Since collaboration with trading teams is key, practice articulating your ideas clearly and concisely. Show that you can gather requirements effectively and translate them into technical solutions that meet the fast-paced demands of the trading environment.
