C++ Quantitative Developer- Systematic Trading

6 days left

Recruiter
Oxford Knight
Location
London, United Kingdom
Salary
up to £500k total comp
Posted
09 Jun 2022
Closes
09 Jul 2022
Ref
15342530
Job Function
Other
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
Salary: up to £500k total comp

Job description:

Client:

This premier investment firm undertake rigorous research and deploy systematic, computer-driven trading strategies across multiple liquid asset classes. Technology is central to their success. Systematic macro trading within equities, FX and Futures, they run both intra-day strategies and build long-term systematic HFT strategies.

Role:

They're looking for a strong software engineer to join their growing development team in London. Working on critical greenfield projects, you'll build high-performance components for both live trading and simulation, as well as increasing automation and robustness of the research infrastructure, including alpha estimation, risk modelling, and backtesting. With lots of project ownership and a collaborative start-up environment, this is a fantastic place to work.

Requirements:
  • 3+ years' development experience in a similar role
  • Strong programming skills in C++ (and some Python would be ideal)
  • Bachelors (or higher) in Computer Science or other quantitative discipline
  • A motivated self-starter, with creative & analytical problem-solving skills
  • Equally comfortable working independently as in a small team

Desirable:
  • Experience working as part of a small trading team
  • Skills/experience in any of the following: SQL, MongoDB, Bash, Git, Docker, Linux/Unix

Benefits:
  • Market-leading base + bonuses
  • Meritocratic work culture and environment
  • Excellent professional development
  • Outstanding opportunities for project ownership


Contact
If you feel you are suitable for this role, drop me an email!

Richard Allan
richard.allan@oxfordknight.co.uk
linkedin.com/in/richardallanok/

Salary
up to £500k total comp

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