Enable job alerts via email!
Boost your interview chances
Create a job specific, tailored resume for higher success rate.
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.
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