Our client is a globally recognized, top-tier quantitative and systematic investment manager, renowned for its technology and data-driven approach. Operating across all liquid asset classes, they combine cutting-edge research, technology, and trading expertise to solve the most complex market challenges. They foster a collaborative and innovative culture within a flat structure, deeply valuing intellectual curiosity and work-life balance.
They are seeking an expert Senior C++ Developer to join the elite team responsible for their Core Pricing and Risk Platform. This is a mission-critical role for a developer who will architect, build, and optimize the high-performance systems that calculate real-time valuations and manage firm-wide risk for a multi-billion dollar portfolio.
Your Future Role:
- Platform Ownership: Be a key architect and developer of the firm’s core, high-throughput Pricing and Risk Platform written in modern C++.
- Quant Library Integration: Design robust systems to integrate, optimize, and maintain sophisticated quantitative pricing models and libraries.
- Performance Engineering: Build and enhance low-latency, multi-threaded services for real-time risk calculation and scenario analysis.
- Full Lifecycle Development: Collaborate directly with Quantitative Researchers and traders to translate complex financial models into robust, scalable production systems.
- Systems Collaboration: Work seamlessly with other core platform teams managing market data, order execution, and position management.
Your Present Skillset:
- Experience: A proven track record of 5-15 years in a front or middle office technology role within finance.
- Core Expertise: Exceptional, low-level C++ skills (C++17/20/23) are non-negotiable, with deep experience in Linux and high-performance computing.
- Domain Knowledge: A strong understanding of valuation methodologies and pricing quant libraries (e.g., model integration, calibration, performance optimization).
- Asset Class Exposure: Practical experience with FX, Options, and/or Interest Rate (IR) Swaps is highly desirable.
- Systems Architecture: Proven experience designing and implementing multi-threaded and distributed systems. Prior work on trading engines, risk systems (ARM), or core pricing platforms is a key advantage.
- Toolchain Proficiency: Expert-level proficiency with the Linux/GCC development toolchain and a strong understanding of system-level performance tuning.
Why This Role Is Unique:
- Central Impact: Your code is the foundation for all pricing and risk decisions firm-wide, directly impacting strategy and P&L.
- Deep Technical Challenge: Solve unique problems at the intersection of advanced quantitative finance and ultra-low-latency systems engineering.
- Elite Partnership: Work hand-in-hand with world-class quantitative researchers to bring cutting-edge models to life in a production environment.
- Prestigious Environment: Join a firm known for its intellectual rigor and collaborative culture, where technical excellence is paramount.
To apply for this job email your details to sarah.fan@ashford-benjamin.com