Quantitative Developer

Exciting opportunity for a Quantitative Developer!
We're thrilled to announce that Miller Maxwell is collaborating with a top-tier proprietary trading firm renowned for its innovative trading strategies and cutting-edge technology.
This firm excels in quantitative trading and uses state-of-the-art systems to maintain its competitive edge in the global financial markets.
The Quantitative Developer's responsibilities: Design and develop C++-based trading algorithms for high-frequency execution.
Collaborate closely with quant researchers and traders to integrate and optimise strategies.
Ensure robustness and scalability in trading platforms focused on real-time data processing.
Continuously enhance system performance and reliability in a high-volume environment.
Apply advanced techniques in C++ like multi-threading and memory management.
The Quantitative Developer should have: Proven commercial quantitative development experience.
Experience working within an HFT, Hedge Fund, or proprietary trading organisation.
Java and/or C++ experience.
A deep understanding of quantitative finance, algorithmic trading, and market microstructure is essential.
Experience with high-performance computing and low-latency systems is a key requirement.
If you think you have what it takes to make a significant impact in the trading world, we would love to hear from you.
Connect with us or visit millermaxwell.co.uk to explore this fantastic opportunity!
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