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Hedge Fund - Senior C++ Quant Developer - Equities - Linux - Python - Data/Algos/Low Latency

Scope AT Limited

London

On-site

GBP 80,000 - 120,000

Full time

28 days ago

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An established industry player is seeking a passionate Quantitative Developer to design and implement low latency C++ systems. This role involves optimizing execution performance and collaborating with central trading teams to develop robust trading infrastructure. The ideal candidate will have extensive experience in the financial services sector, particularly in equities, and a strong grasp of algorithms and data structures. Join a dynamic team in Central London and contribute to innovative trading solutions that drive performance and efficiency in a fast-paced environment.

5+ years in Front Office financial services as a senior contributor.
Strong background in data structures and algorithms in C++.

Develop execution algorithms and order management systems.
Enhance platform efficiency using advanced techniques to reduce latency.
Collaborate with trading teams to gather requirements and develop solutions.

C++

Linux

Python

Algorithm Implementation

Data Structures

Object-Oriented Programming

Hedge Fund - Senior C++ Quant Developer - Equities - Linux - Python - Data/Algos/Low latency

Hedge Fund background essential

C++ (Version 11 upwards), Linux, Python (nice to have). Trading systems experience - ideally experience working in the equities space.
Ideally the technical has experience with algo implementation.

Quantitative Developer - Equities Technology

We are in search of a Quantitative Developer to join our team who is passionate about designing, architecting, and implementing low latency C++ systems that are not only robust, resilient, and accurate, but also exceptionally fast. Our team works directly with the firm's central trading teams. By constructing and maintaining this high-performance infrastructure used by these teams, this developer will enable new trading opportunities across businesses and regions, allowing the best possible execution performance.

Job Duties

Development of execution algorithms, order management systems, strategy containers, connectivity, and messaging systems.
Work directly with central trading teams to optimize the firm's overall execution performance.
Enhance the platform's efficiency by utilizing network and systems programming, along with other advanced techniques to reduce latency.
Create systems, interfaces, and tools for historical market data and trading simulations to boost research productivity and system testability.
Assist in building and maintaining our automated tests, performance benchmark framework, and other tools.
Collaborate closely with trading teams to gather requirements and develop solutions in a fast-paced environment.

Qualifications

5+ years of professional experience in a Front Office, financial services environment as a senior contributor.
10+ years cumulative, professional experience.
Strong background in data structures, algorithms, and object-oriented programming in C++.

Permanent role - Central London based - 5 days a week in the office.

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