C++ Developer - Equities

On behalf of a systematic fund, we are seeking an experienced Quantitative C++ Developer in London. This role focuses on identifying systematic trading strategies across equity markets. You will optimise advanced trading algorithms, working closely with quantitative researchers and portfolio managers. Responsibilities: Collaborate directly with PM to develop data-centric and predictive tools tailored for systematic equity trading. Architect, code, and sustain software systems that form the backbone of the team's systematic trading activities. Design and maintain robust data pipelines and storage solutions capable of processing and transforming extensive data sets. Establish procedures to ensure data accuracy and consistency. Deploy and manage platforms that support extensive computational tasks for quantitative research. Monitor these systems in real-time, identifying and addressing potential issues proactively. Key Technical Requirements: Advanced degree (Master’s or PhD) in Computer Science, Physics, Engineering, Statistics, Applied Mathematics, or a closely related discipline. C++ Expertise: 4 years of C++ development, particularly within buy-side institutions, preferably focused on equities. System Architecture: Demonstrated experience in the design and deployment of front-office systems for quantitative trading. Financial Data Handling: Proficiency in managing and working with financial data sets. Apply now, if the role is in line with your experience