C++ Quant Developer (pricing/risk) - Multi-Strat Systematic Fund in City of London, London

C++ Quant Developer (pricing/risk) - Multi-Strat Systematic Fund in City of London, London

City of London +1 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 Requirements: 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 Strong communication skills and the ability to thrive in a lean, collaborative team Offering a highly competitive compensation package, excellent career progression, and a flexible hybrid working model.

Locations

City of LondonLondon
Radley James

Contact Details:

Radley James Recruitment Team