Salary:
£140-160k base + £60-100k bonus
Job Description:
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, please send your CV or get in touch.
Richard Allan richard.allan@oxfordknight.co.uk 020 3137 9574 linkedin.com/in/richardallanok/ #J-18808-Ljbffr
£140-160k base + £60-100k bonus
Job Description:
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, please send your CV or get in touch.
Richard Allan richard.allan@oxfordknight.co.uk 020 3137 9574 linkedin.com/in/richardallanok/ #J-18808-Ljbffr
