Summary:

Our client is a leading tech-driven quant and systematic hedge fund trading with offices across the globe. They leverage deep knowledge in data, research, technology and trading to deliver high-quality returns. This opportunity offers a dynamic and fast-paced environment with excellent scope for career growth.

They’re keen to hire a skilled C++/Python Quant Developer to focus on PnL reporting and trading analytics. The role involves developing and maintaining PnL reporting pipelines, ensuring accuracy, scalability and performance. You’ll also develop and optimize the trading system, working closely with cross-functional teams to understand business requirements and deliver high-quality solutions.

You’ll need to have expertise in both C++ (for performance-critical components) and Python (for building flexible tools & pipelines which process, analyse, and report PnL data effectively).

Requirements:
*Strong C++ and Python skills, particularly in performance-critical and data-driven applications
*Deep understanding of PnL reporting and trading analytics concepts
*Proven ability working with large, complex codebases in trading systems or similar environments
*Strong analytical and debugging skills
*Database experience (SQL or NoSQL)
*Good understanding of software engineering practices, including Git, and Agile methodologies.
*Bachelor’s degree in Computer Science, Engineering, Finance, or a related field.

Benefits:
*Great opportunity to be part of a collaborative, creative environment where you can feel valued for your input
*Competitive salary + generous benefits
*Professional and personal development
*Relaxed, casual culture, with a healthy work-life balance


Whilst we carefully review all applications, to all jobs, due to the high volume of applications we receive it is not possible to respond to those who have not been successful.

Contact
If you feel you are a good match, please don’t hesitate to get in touch:

Dan Hampton

(+44)
in/dan-hampton-ab029392