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EQUITIES C++ QUANTITATIVE DEVELOPER:, London
- UK - City of London - London
- Highly Competitive
- Full-Time Contract/Temp
- Financial Services - Information Technology
- 03-10-08
Job Description
This top London based Hedge Fund is looking for an individual to take a key position within their most important business project. The candidate will work alongside Electronic Traders developing various programs whilst supporting the team’s growth, and utilizing their C++ programming skills and EQUITIES product knowledge in an exciting role.
Overview:
Working to develop and support their growth utilizing C++.
Operating within EQUITIES.
Working within the EUROPEAN market from within an exciting LONDON based team.
Utilizing strong C++ programming skills and a high level or Product knowledge to develop a wide range of cutting edge tools and programs
Involved in the Full Life Cycle of the programs development: from conceptualizing to implementing
Will be working on:
Smart Order Routing
Order Management Systems
Need to understand Latencies
Pricing Infrastructure
Pricing Libraries
Real Time
Required Qualifications:
Bachelors through to PhD in Maths/Physics/Computer Science or Computer Engineering would be ideal
Advanced technical expertise and significant experience with C++
Experience in MULTI-THREADING/REAL-TIME are a bonus
Experience within EQUITIES a must
You will gain experience of the market due to the front office exposure.
Highly Competitive Compensation
Please apply below to explore further
(CV submissions in Word Format only quoting the Job title in subject line)
jobs@selbyjennings.com
+44 (0) 207 019 4137
www.selbyjennings.com
Overview:
Working to develop and support their growth utilizing C++.
Operating within EQUITIES.
Working within the EUROPEAN market from within an exciting LONDON based team.
Utilizing strong C++ programming skills and a high level or Product knowledge to develop a wide range of cutting edge tools and programs
Involved in the Full Life Cycle of the programs development: from conceptualizing to implementing
Will be working on:
Smart Order Routing
Order Management Systems
Need to understand Latencies
Pricing Infrastructure
Pricing Libraries
Real Time
Required Qualifications:
Bachelors through to PhD in Maths/Physics/Computer Science or Computer Engineering would be ideal
Advanced technical expertise and significant experience with C++
Experience in MULTI-THREADING/REAL-TIME are a bonus
Experience within EQUITIES a must
You will gain experience of the market due to the front office exposure.
Highly Competitive Compensation
Please apply below to explore further
(CV submissions in Word Format only quoting the Job title in subject line)
jobs@selbyjennings.com
+44 (0) 207 019 4137
www.selbyjennings.com
- The Team
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