My client is a leading systematic trading hedge fund, who is looking to take on a strong C++ quantitative developer to join their growing team. My client covers a range of asset classes, including equities, FX, and fixed income, so the successful candidate must have a strong financial background, with prior experience working in a front office environment being ideal.
There will be a large degree of Greenfield development, so the successful candidate must have an experience of developing systems from scratch. You will have daily contact with traders, quants and stakeholders; strong communication skills are key.
Responsibilities for the C++ Quantitative Developer - Systematic Trading Infrastructure - New York
- Act as C++ quantitative developer
- Good understanding of financial asset classes, including equities, FX, and fixed income
- Greenfield development < /li>
The Person C++ Quantitative Developer - Systematic Trading Infrastructure - New York
- Expertise in C++ development, building trading systems from scratch
- A strong background in computer science
- Strong quantitative/analytic ability
- C# development skills would be useful
- Experience in a front office environment will be a benefit
My client is looking for a highly driven individual to come on board and make a big start to the business from day one. You will be working alongside some of the best technologists in Europe, and will have the opportunity to build on your existing knowledge throughout your contract.
Key Words: C++ Quantitative Developer, Engineer, Equity, Equities, Foreign Exchange, ForEx, FX, Currency, Currencies, Interest Rates, Fixed Income, Credit, Derivatives, Futures, Cros s Asset, Multi Asset, Front Office, C#, New York, USA
Start Date: June 2012
Duration: 6 Month Contract (One Year Project)
Rate: Negotiable
Contact: Kavi Kumar
0044 207 019 4105
(see below)
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