
C++ QD – Algo Volatility Trading Global Hedge Fund London
at Oxford Knight
Posted a month ago
No clicks
- Compensation
- Not specified
- City
- London
- Country
- United Kingdom
Currency: Not specified
Join a global hedge fund's algo volatility trading team in London as a C++ Quant Developer. You will develop and optimise pricing, modelling and execution systems for volatility strategies, working closely with traders and researchers. The role focuses on high-performance C++ development, low-latency systems and quantitative problem solving to support production trading infrastructure.





