Quantitative Developer (Low Latency)

The client is a leading Prop Trading firm with offices across London, Paris, Singapore, and New York. They are actively hiring experienced C++ Developers for their Systematic Intraday Strategies group which is currently spread between London and Singapore. They have performed at the top end of the market for the past decade, and as such compensate in line with this.

Your responsibilities can include but are not limited to.

• Build and maintain firm-wide infrastructure, used to connect the firm to global markets at the highest speeds.
• Write and maintain exchange feeds used for trading signal research, as well as production infrastructure to connect quants and traders to the markets.
• Collaborating with Quants and Portfolio Managers to understand requirements and deliver tailored software solutions.
• Developing strategy backtesting systems and maintaining exchange connectivity
• Creating and optimizing scalable applications and infrastructure.
• Developing elegant code to help compute challenges covering large datasets and parallel computations, on systems operating at the top end of latency and throughput.
• Building tools and applications to support research, alpha & signal generation, systematic and non-systematic trading

REQUIREMENTS

• 3+ years of experience using C++ (14/17/20) and developing low latency code.
• Bachelor's degree in a Quantitative Field; maths, statistics, computer science, etc
• Experience with Distributed Computing, Platform Development, Networking, and System Design.
• Exceptional analytical and quantitative skills

BENEFITS

• Competitive base salary between £140,000 and £200,000
• Bonus based on team/firm performance
• 10% of base salary pension contribution - on top of the compensation package
• Flexible working scheme - typically 3-4 days a week WFH/Remote

VISA Sponsorship is available.