C++ eRates Quant Developer

A leading electronic rates trading desk in London is hiring a VP-level C++ quant developer into its strats team. This is a front-office, desk-facing role writing the core trading and pricing logic behind a systematic market-making business. It is not a platform or infrastructure seat.

You’ll sit with the traders and write the strategies and pricing models that actually trade, across products like SOFR, EURIBOR and SONIA futures, EGBs and US Treasuries. It's a mix of greenfield build in modern C++ and evolving a live production platform, and the coverage is expanding.

• Write the core trading, pricing and market-making strategy logic in modern C++ (17/20/23)
• Build greenfield components while improving the live production platform
• Work directly with traders, turning strategy ideas into production code
• Own performance across the trading path

• Around 5+ years, VP-calibre
• Asset class is open. Rates or fixed income is ideal, but strong strat-developers from FX or electronic equities are equally welcome, since the mindset transfers.

• Strong, hands-on modern C++ in a production trading environment
• Experience writing trading strategies, pricing or execution logic yourself, close to a desk
• A real understanding of markets and the business, not just the technology

• Rates, fixed income or futures electronic trading
• Systematic market-making or quoting experience
• Greenfield build experience

Up to £320,000 total compensation

This seat writes the strategies that trade. A short, senior process: a first-round conversation with the hiring manager, then one further stage. No lengthy take-home tests.

• C++, C++17, C++20, modern C++, quantitative developer, strat, electronic trading, systematic market making, trading strategies, pricing models, market making, quoting, hedging, execution algorithms, algorithmic trading, low latency, front office, fixed income, rates, SOFR, EURIBOR, SONIA, EGB, US Treasuries, FX, equities, multithreading, Linux, pricing engine