My client, a prestigious European Multi-Strat Hedge Fund, is seeking a highly capable Quantitative Developer to join its team in London.
This is a unique opportunity to contribute to the design and development of a next-generation, cross-asset pricing and risk platform that underpins investment and risk decisions across the firm.
This role sits at the intersection of quantitative research, engineering, and front-office risk, offering the chance to build a state-of-the-art risk system using modern C++ and Python. You will work directly with quantitative analysts, traders, risk managers, and IT teams to deliver a robust, scalable system supporting pricing, calibration, and scenario generation across asset classes.
The ideal candidate is a C++ expert with experience in production-grade systems and a strong grasp of Python, Excel, and database technologies. You'll play a key role in shaping infrastructure, implementing high-performance computing techniques, and driving real-time and batch analytics across distributed environments, including cloud.
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Requirements:
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