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    C++ Quant Developer- Multi-Asset Class Systematic Trading - London, United Kingdom - Oxford Knight

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    Full time
    Description
    Summary:

    Research at this leading investment firm is key to continued success: based on rigorous and innovative research, they design and implement systematic, computer-driven trading strategies across multiple liquid asset classes.

    They're looking to add an exceptional Quant Developer to a small engineering team within the central research technology team. Working directly with systematic Portfolio Managers - and closely associated with their success - you'll build, operate and evolve the tech stack through analyzing business requirements and identifying solutions.

    The ideal candidate will have a background in a technically demanding industry (e.g. HFT, computer hardware, gaming) and be ready to solve all the challenges that come with the development of a modular system - data pipelines, intraday signal research tools, mid- & high-frequency trading, real-time market data, etc.

    Requirements:
    • 2-6 years' development experience in a similar role
    • Strong programming skills in C++ (plus some Python would be ideal)
    • Solid Linux admin experience
    • Bachelor's (or higher) in Computer Science or Computer Engineering
    • A motivated self-starter, with creative & analytical problem-solving skills

    Desirable:
    • Familiarity with computer architecture, databases, real time systems, and distributed computing

    Benefits:
    • Market-leading base + bonuses + generous benefits
    • Meritocratic environment working with some of the smartest minds in industry
    • Excellent professional development (tuition assistance)
    • Plenty of opportunity to give back through volunteering & charity work


    Contact
    If you would like to know more about this position, please do not hesitate to get in touch

    Mike McLoughlin


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