PhD C++ Quant Developer - Systematic Trading - High Frequenc

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PhD C++ Quant Developer - Systematic Trading - High Frequenc

Postby nglick » Tue Nov 22, 2011 5:46 pm

A prestigious and very successful High Frequency Tradiing Hedge Fund based in the heart of London is looking for a PhD C++ Quant Developer to join their Simulation Team.

You will focus on development of a highly sophisticated Low Latency trading infrastructure, to implement strategies and really drive the best performance. Working in direct collaboration with the Quant/ Trading teams will offer great exposure to complex Statistical Arbitrage strategies.

Skills required:

- Experience writing C++ on Windows or Linux

- PhD from a leading University in Computer Science or related subject

- Real passion for technology and ability to work in a highly collaborative environment

Candidates from outside are always welcomed to apply, however you must possess a real passion towards the interception of technology within finance. You will be working closely with researchers from both equities and futures teams. This is an opportunity to really work for the business, in a technically stimulating environment, where you will be highly rewarded!

Apply now, or direct any questions to Natalie Glick on 0207 372 7526, or email
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