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My client, a global high frequency trading firm is looking for exceptional (C++/Python)Quant Developers to join their growing fixed income business based across London/New York. This Global Fixed Income Quant development team take responsibility for the development (using C++) of a fixed income pricing, trading & risk system as well as the integration of any models/analytics, marklet data, scenarios & trades into this system.
Primarily, you will develop (in C++) this real-time trading & risk management system that is used for proprietary trading within fixed income. You will also perform portfolio risk & stress testing scenarios for rates trading as well as developing global market monitoring & trading tools in liquid fixed income. It is expected that the more senior team members will spend 30% of their time coding with 70% of their time spent focusing on product knowledge, whilst more junior members will spend more time coding & taking orders from traders.
Candidates must have a proven track record of working with traders as they will be working directly with these Fixed Income traders to help deliver the strategies & systems required.
Required Technical Skills
Proficiency / experience in programming and problem solving in compiled languages (C++ for Windows and/or Linux)
Solid scripting experience (Python preferred but acceptable scripting experience may include Perl, Ruby, Small Talk, etc)
A good software engineer, who believes in engineering solutions, and recognizes in advance where engineering will pay off versus short cuts
Experience working in a Windows and/or Linux development environments (experience with both is preferred)
This is an exceptional opportunity to join one of the most profitable teams in one of the most succesful HFT firms out there!