C++ Quantitative Developer
SKILLS
FULL DESCRIPTION
Summary
A prominent prop-trading house is seeking a Quantitative Developer/Engineer with 3+ years of experience on the buy side. The company’s business is blended between HFT and MFT, with a collaborative culture and outstandingly talented researchers – full of former Math & Informatics Olympiad, ICPC winners, and Kaggle grandmasters. The main requirement is to have previous experience on the buy-side with any asset class, but equities or futures experience would be a big plus. You will work closely with a team of quant researchers and ML/AI scientists and facilitate the implementation and enhancement of their trading strategies.
Key Responsibilities/Duties
- Implementing and enhancing trading strategies.
Core Requirements/Qualifications/Skills
- BSc/MSc/PhD in computer science, electrical engineering, or a related field
- C++ experience is required, and daily use is preferred. Python is a plus.
- 3+ years’ experience in the buy-side firm (hedge funds, asset managers, investment banks, prop trading funds, market makers)
- Developed trading systems infrastructure implementation of HFT/MFT trading strategies and designing low latency systems
- Linux and HPC experience are a big plus but not a prerequisite.
C++ Quantitative Developer in a prominent prop-trading house
- (London, Amsterdam, Hong Kong, Shanghai, Singapore, New York, Chicago
- Compensation range: $500-750k (total comp)
A prominent prop-trading house is seeking a Quantitative Developer/Engineer with 3+ years of experience on the buy side. The company’s business is blended between HFT and MFT, with a collaborative culture and outstandingly talented researchers – full of former Math & Informatics Olympiad, ICPC winners, and Kaggle grandmasters.
The main requirement is to have previous experience on the buy-side with any asset class, but equities or futures experience would be a big plus. You will work closely with a team of quant researchers and ML/AI scientists and facilitate the implementation and enhancement of their trading strategies.
Requirements:
- *BSc/MSc/PhD**in computer science, electrical engineering, or a related field*
- *C++ experience is required, and daily use is preferred. Python is a plus.*
- *3+ years’ experience in the buy-side firm (hedge funds, asset managers, investment banks, prop trading funds, market makers)*
- *Developed trading systems infrastructure implementation of HFT/MFT trading strategies and designing low latency systems*
- *Linux and HPC experience are a big plus but not a prerequisite.*
- *CQF a bonus.*
Compensation range: $500-750k (total comp)
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