C++ Quantitative Developer – High-Frequency Trading | Global Hedge Fund

Bonhill Partners are supporting a leading global hedge fund in their search for a C++ Quantitative Developer to join their High-Frequency Trading (HFT) team. This is a unique opportunity to work at the cutting edge of quantitative trading, leveraging your expertise to optimize performance in a fast-paced, data-driven environment.

Key Responsibilities:

1. Design and implement a low-latency, high-frequency trading platform, handling real-time market data and executing trades globally.
2. Contribute to the development of a research platform.
3. Optimize parallel computation problems, ensuring efficient data sharing across distributed systems.
4. Enhance the computational efficiency of machine learning algorithms.

Key Requirements:

1. Strong experience in C++ and proficiency in Python.
2. Deep understanding of data structures, algorithms, and object-oriented programming.
3. Familiarity with cloud computing frameworks (AWS, GCP, or similar) is a plus.
4. Linux and Bash scripting expertise.
5. Experience with Go and Rust is advantageous.
6. Exceptional problem-solving skills and a detail-oriented mindset.

This is an exciting chance to join a top-tier hedge fund at the forefront of algorithmic trading and quantitative research. If you're interested, please apply.

Looking forward to connecting!