Quantitative Developer – Macro Analytics - Systematic Hedge Fund

Quantitative C++ Developer with experience of Pricing & Risk Libraries for Fixed Income, Rates, and/or Credit products sought by the Quantitative Trading arm of a Global Top-10 Multi-Strategy Hedge Fund.Our client is one of the original Systematic Trading Hedge Funds and today designs and implements systematic and computer-driven trading strategies based on rigorous research for Quantitative Investment across multiple liquid asset classes.This hire will join a Central Quant Research Technology team and will be primarily responsible for developing high-performance, reusable C++ libraries for FX, Rates and Credit instruments, to be used for Research, Back-testing and live Trading. You will also integrate Analytics Libraries into the wider Python-based Research Architecture for use firmwide for Research and Trading processes.RequirementsFluency in C++ to include solid OOP, Design Patterns and Data Structures, working across the SDLC, writing production-quality code.Familiarity with Pricing and Risk Software Patterns with experience of Rates & Credit products such as Bonds, IRS and CDS.Bachelor’s Degree or higher in Computer Science or similar, with Quantitative and Statistical skills.Detail-oriented team player and quick-learner with strong pride of ownership.This is an outstanding opportunity to take ownership of FICC Quant Pricing & Risk Libraries for a leading Systematic Trading firm with some of the best remuneration in the industry. Please note that if successful, you would be required to work onsite in Central London 3+days per week. Apply below or contact ##### for more information.