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Fantastic opportunity for a modern C++ engineer to join the core Fixed Income and Commodities Technology group at one of the world's most prestigious hedge funds. This team is the backbone of their cross-asset Risk and PnL system for all Fixed Income, Commodities, Credit and FX products. This system is running 24/7 for the past 10 years and is a real-time, highly distributed platform that is being rebuilt into a next-generation platform.
They've got a fantastic name in the industry with good reason; paying strong salaries on both base and bonus, and a good tech culture, which is both collegial and dynamic.
You will be building the next-generation analytics library in C++, with elements of Java and Python. Greenfield work, you'll be building the distributed pricing platform - utilising Kubernetes, microservices, AWS and Docker on multithreaded systems. You will get a lot of product exposure whilst working closely with other teams (research, trading, middle office) within FI, Commodities, Credit and FX.
Skills and Experience Required
Substantial experience with modern C++ (C++11, ideally later) on Linux
Python or Java experience is highly advantageous
Minimum bachelor's degree in Computer Science (or related) from a top-tier university
Strong financial knowledge - FI pricing and Risk analytics, Commodities, Credit, FX
Bonus points for experience with cross-asset pricing and risk systems
Benefits & Incentives
Strong salary + bonuses
Collaborative culture and an exciting place to work
Generous benefits package
Contact If you feel you are a good match or interested in a general chat about the hedge fund market, please don't hesitate to get in touch.
Richard Allan email@example.com +44 (0)20 3137 9574 linkedin.com/richardallanok