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Posted 3 days ago
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**C++ Quantitative Developer** for tech-driven London hedge fund. Develop, optimize C++ algorithms for High-Frequency Trading (HFT) using STL, Boost, and Eigen. Minimum 5+ years' experience in C++,, with quant trading background. Proven expertise in multivariate statistics, numerical optimization, and machine learning. Familiarity with HFT computing environments, low-latency systems, and electronic trading platforms (e.g., Bloomberg, SuperDerivatives) essential. Collaborate with quant research, software, and trading teams to backtest and deploy proprietary HFT strategies.
- Compensation
- Not specified
- City
- London
- Country
- United Kingdom
Currency: Not specified
Full Job Description
Company: leading tech-driven quant and systematic hedge fund trading | Location: London | Type: Permanent C++ Quantitative Developer HFT Systematic Quant Fund London
