Quantitative Developer - Pricing/Risk C++

Full-Time No home office possible

Quantitative Developer – Pricing/Risk C++

A leading multi-strategy hedge fund is seeking a C++ Quantitative Developer for its London office. Join a small team building a greenfield multi-asset pricing and risk system. The firm specializes in global investment strategies, including Credit, Convertible, Volatility & Capital Structure Arbitrage, Event-Driven, Equity Long/Short, Capital Markets Trading, and Quantitative Trading.

Role Overview:

As a C++ Quantitative Developer, you will contribute to the development of a greenfield multi-asset pricing and risk system, working closely with quants and engineers to deliver high-performance solutions. This role offers exposure to cutting-edge modelling, market data integration, and deployment across cloud, Python, and Excel platforms.

Responsibilities:

Develop and implement pricing and risk models for new instruments, deploying them across cloud, Excel, and Python platforms.
Set up testing frameworks and manage inputs/outputs. Identify discrepancies in outputs and resolve issues, either upstream or through software fixes.
Collaborate with internal and external market data providers and write code to integrate data.
Contribute to both ad-hoc and long-term projects delivering analytics to risk teams or working directly with trading desks.

Qualifications:

Bachelor\’s degree or better in Computer Science or closely related field
1-3+ years of experience with C++.
Ability to work in a multi-disciplinary team and liaise with stakeholders in trading, risk management, and tech.
Proficiency in at least one other technology, e.g. Python, Excel, or SQL.

This opportunity offers a competitive compensation package and hybrid working model.