Vice President, C++ Quant Developer, Electronic Rates (Strats)
Hiring Company

The hiring company name is
confidential for this listing.
About the Role
Greater London, United Kingdom Area (Hybrid)
The Company is seeking a VP-level C++ Quant Developer to join its electronic rates strats team. This front-office, desk-facing role is pivotal in writing the core trading and pricing logic for a systematic market-making business. The successful candidate will be responsible for sitting with the traders to develop and implement strategies and pricing models that directly impact trading activities. The role involves a mix of greenfield development in modern C++ and enhancing the live production platform, with a focus on products such as SOFR, EURIBOR, and SONIA futures, EGBs, and US Treasuries. Applicants for this role at The Company should have a strong, hands-on background in modern C++ within a production trading environment, with a minimum of 5 years' experience. The ideal candidate will have a deep understanding of both the technical and business aspects of the role, with a proven track record in writing trading strategies, pricing, or execution logic. While the asset class is open, experience in rates, fixed income, FX, or electronic equities is valued, particularly for those with a background in systematic market-making or quoting. The role is not suited for those with a focus on market data, exchange connectivity, or infrastructure, nor for those in pure quant research, risk, or pricing-library roles. The hiring process is designed to be efficient, with a short, senior-level process that includes a conversation with the hiring manager and one further stage.
Functions:
- Engineering
Compensation
USD $185,000-$320,000 (salary) per year
About the Company
A leading electronic rates trading desk in London
Industry
Capital Markets
Type
Privately Held