C Developer Pricing Risk Tier 1 Multi Strat Hedge Fund Discrete Search Excellent Compensat

My client, a prestigious European Multi-Strat Hedge Fund, is seeking a highly capable Quantitative Developer to join its team in London. This is a unique opportunity to contribute to the design and development of a next-generation, cross-asset pricing and risk platform that underpins investment and risk decisions across the firm.This role sits at the intersection of quantitative research, engineering, and front-office risk, offering the chance to build a state-of-the-art risk system using modern C++ and Python.

Youll play a key role in shaping infrastructure, implementing high-performance computing techniques, and driving real-time and batch analytics across distributed environments, including cloud.Responsibilities:Design and develop a cross-asset pricing and risk platform, using a server-client architecture Build and maintain production pipelines for real-time and batch jobs, covering model calibration, pricing, and risk scenarios.Architect and manage database solutions, including access control and data governance.Lead development of automated testing and release processes to support continuous integration and delivery.Work with quants and technologists to implement advanced computational techniques Collaborate with IT to ensure adherence to engineering best practices and firmwide standards.Requirements:Bachelors or higher degree in a STEM discipline Strong proficiency in C++ and solid experience working in production environments.Working knowledge of Python, Excel, and SQL, across Windows and Linux environments.Familiarity with modern development tools such as GitHub and VS Code is a plus.Strong problem-solving mindset, hands-on coding skills, and a collaborative attitude.Ability to work closely with diverse stakeholders across quant, trading, risk, and IT teams.To apply, either respond to this advert or send your CV directly to .