
C++ QD – Algo Volatility Trading Global Hedge Fund London
at Oxford Knight
Posted 18 hours ago
No clicks
- Compensation
- Not specified
- City
- London
- Country
- United Kingdom
Currency: Not specified
Senior C++ Quantitative Developer role within an algorithmic volatility trading team at a global hedge fund in London. You will design, implement and optimise high-performance C++ systems that support trading strategies, working closely with traders and researchers. The role focuses on low-latency execution, quantitative model implementation and production-quality software engineering. Strong C++ skills and experience building trading infrastructure or quantitative systems are expected.





