C++ Quant Developer (pricing/risk) - Multi-Strat Systematic Fund

C++ Quant Developer (pricing/risk) - Multi-Strat Systematic Fund

Full-Time No working from home possible
Radley James
Quant Developer (C++ & Python | Pricing & Risk) London | Fulltime
A leading systematic multi-strategy hedge fund is looking to expand its front-office Pricing, Risk & Analytics team with the addition of a Quant Developer. Working across multiple asset classes in a technology-driven environment, you'll contribute to the development of next-generation pricing and risk analytics used directly by trading teams.
As a Quant Developer, you'll:
Develop and enhance C++ pricing and risk analytics across multiple asset classes
Build and support front-office tools delivered via cloud, Python, and Excel
Partner closely with quants, traders, and risk teams on greenfield projects and new model implementation
Improve testing frameworks, data integration, and analytics infrastructure
Bachelor's degree in Computer Science, Mathematics, or a related quantitative discipline
~1–3 years' commercial C++ development experience (Python is highly desirable)
~ Exposure to pricing, risk, or quantitative analytics within a trading environment
~ Offering a highly competitive compensation package, excellent career progression, and a flexible hybrid working model.
Radley James

Contact Details:

Radley James Recruitment Team