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Back to jobs Trading System Quant and C++ Developer
  • London, England
  • £60,000 to £75,000
  • (Permanent)
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This company is looking for a quant developer to help them build and maintain an advanced automated derivatives trading application and platform. This is a demanding position at a small company with complex technical challenges and where the right candidate can make a big impact and rapidly can become a key member of staff with a broad exposure to the business.

This company is suited for the self-motivated, driven and unpretentious candidate that will be rewarded with an informal environment, personal freedom and deep and broad knowledge of front office trading technology.

The responsibilities will include general system coding but also specifically their risk and valuation tools for option pricing, volatility modeling, risk calculations and performance optimisations.

Job Description And Responsibilities
- Write code to maintain current features and develop new features as required for their application ranging from trading and low latency to automation to risk and valuation
- Undertake feasibility studies to design software solutions
- Evaluate and implement mathematical models for derivative financial contracts
- Document and provide third line support for systems developed
- The scope of the role is to all features and associated infrastructure for building and testing their software for analytics, risk management and trading of financial derivatives
- Software development in C++ and Python

Skills, Qualifications & Experience Needed
- C++ skills including C++11 and C++14 and Python
- Excellent knowledge of algorithms
- Quantitative subjects and Maths: calculus, differential equations, numerical methods, linear algebra, probability and statistics
- Experience in network programming
- Experience with their core technologies and protocols: Windows, boost, Python, C# & WPF
- Masters level in computing, math and finance/financial engineering
- Previous experience with their technologies is desirable

Start Date for application: 20th July 2018
Last Date to Apply: 29th August 2018
Job Location: London
Salary Range : GBP 60,000 - 75,000

About The Company
This company provides trading solutions for financial firms trading on the world’s major derivatives and stock exchanges. They deliver unique algorithmic programming flexibility and control to proprietary trading and market making firms, investment banks and hedge funds.

This is a privately owned company with headquarters in Zug, Switzerland, and offices in London, UK and Philadelphia, US, as well as on-floor support on both the NYSE and CBOE options exchanges.

Keywords
C++, math, quant, finance, agile