Fantastic chance for a modern C++ (17 onwards) engineer to join the core Fixed Income and Commodities Technology group at one of the world's most prestigious hedge funds. This team forms the backbone of their in-house pricing libraries for all Fixed Income portfolio management trading teams and, following this success, are now expanding into Commodities, Credit and FX trading products.
Working closely with Quants, you'll develop the next-generation in-house pricing library in C++. Greenfield work, you'll build and enhance the team development environment - writing efficient, high performing code, and promoting design best practices along the way. You will get a lot of product exposure whilst working closely with other teams (research, tech, trading, middle office) within FI, Commodities, Credit and FX.
To be successful in this role, you will enjoy facing off to the business and have outstanding problem-solving skills.
Skills and Experience Required:
Substantial experience with modern C++ (C++17/20 ideally) on Linux
Knowledge of design patterns, data structures and algorithms
Minimum bachelor's degree in Computer Science (or related) from a top-tier university
Strong programming skills with clean reliable code
Likely to be coming from a financial firm or some knowledge in finance
Desirable:
Pricing libraries experience
Experience with: CMAKE, GIT, GCC and MSVC
Knowledge of financial instruments in FIC, Equity or FX
Benefits & Incentives
Significant salary + a bonus tied to profits / trading strategy success
Greenfield work / big impact
Very collaborative culture, ideas are implemented
Work-from-home opportunities, the standard is 3 days in the office a week
Contact If you feel you're suitable for this role, want to hear about similar positions, or would like help hiring similar developers for your company, then please send your CV or get in touch.
Richard Allan richard.allan@oxfordknight.co.uk 020 3137 9574 linkedin.com/in/richardallanok/
