Enable job alerts via email!

Junior Quantitative Developer – Systematic Rates Trading - C++

Saragossa

Greater London

On-site

GBP 80,000 - 100,000

30+ days ago

Boost your interview chances

Create a job specific, tailored resume for higher success rate.

Job summary

An established industry player is seeking a C++ Quantitative Developer to join their systematic rates trading team. This role offers the chance to collaborate with traders and portfolio managers to develop innovative trading systems and execution strategies. You will be responsible for creating and optimizing high-performance trading systems, implementing advanced mathematical models, and ensuring efficient operation in real-world market conditions. If you have a strong background in C++ programming, particularly in low-latency environments, and a passion for quantitative finance, this is a fantastic opportunity to advance your career in a dynamic and fast-paced environment.

Qualifications

  • Strong C++ skills in low-latency and high-performance environments.
  • Background in mathematical modeling and risk analytics.

Responsibilities

  • Build and optimize high-performance C++ trading systems.
  • Implement advanced mathematical models and pricing engines.

Skills

C++ Programming

Mathematical Modeling

Risk Analytics

Low-latency Systems

High-performance Environments

Job description

C++ Quantitative Developer – Systematic Rates Trading

Saragossa Greater London, England, United Kingdom

This is a high-impact role where you’ll collaborate closely with traders and portfolio managers to develop cutting-edge trading systems and execution strategies. The firm has been heavily investing in systematic trading, making this an exciting opportunity to be part of a growing and highly technical team.

In this role, you’ll be responsible for building and optimising high-performance C++ trading systems for rates and fixed-income markets. You’ll work on implementing advanced mathematical models, pricing engines, and risk analytics to support trading strategies, ensuring they operate efficiently in real-world market conditions.

The ideal candidate will have strong C++ programming skills, particularly in low-latency and high-performance environments, along with a solid background in mathematical modeling, pricing, and risk analytics. Experience in rates trading, fixed income, bonds, or interest rate derivatives is also preferred.

This is a fantastic opportunity to work alongside top-tier quant and technology professionals in a dynamic and fast-paced environment.

If you’re interested in learning more, apply or reach out directly at megan@saragossa.io

Seniority level
  • Associate
Employment type
  • Full-time
Job function
  • Engineering
  • Information Technology
  • Finance
Industries
  • Software Development
  • Financial Services
  • Investment Management
Get your free, confidential resume review.
or drag and drop a PDF, DOC, DOCX, ODT, or PAGES file up to 5MB.