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Job Description
Seeking a talented C++ Programmer/Quant Developer in London for the Central Derivatives Pricing team at a Global Top 10 Hedge Fund. Candidates must have direct experience and skills to be considered for this position.
Package
- £150-£200,000 base salary
- Competitive hedge fund bonus 1x-3x
- Learning budget, 10% pension, Health/Life/Death Insurance, Gym, Restaurant
About the role
- Contribute to the architectural design of a cross-asset derivatives pricing platform. (greenfield)
- Code high-performance proprietary Analytics libraries for alpha researchers and portfolio managers
Expertise expectation
- Experience developing Pricing Analytics libraries
Requirement
- Passionate about Computer Science, Mathematics, and Financial Markets
- Expertise in C/C++ programming
- Equity Derivatives experience is preferred
- Proficient in either Python or Matlab is useful
- Excellent academic record