Quantitative Developer – Systematic Hedge Fund - Excellent Compensation + Benefits

My client, a Leading US Hedge Fund, are seeking an experienced Quantitative Developer to sit on desk work directly for Portfolio Manager within their London office.
In this role you will sit on desk and work closely with a new portfolio manager to help him build out the infrastructure to support their investment strategy.
In particular, you will be focussing primarily on pre- and post-trade activities such as building screeners, back testers and alpha gen screening tooling.
This role also extends pricing and portfolio optimisation.
You will be joining a highly successful portfolio manager, imbedded within a highly successful investment team, and will have continuous exposure to and interaction with Traders and Senior Management.
Requirements: Strong programming skills in Python, C++ 5+ years of experience on desk experience designing and developing live trading infrastructure at a financial institution Experience handling connections to execution/order management systems Experience with SQL, database design, and large datasets Willing to take ownership of his/her work, working both independently and within a small team Commitment to the highest ethical standards Master's in computer science or software engineering A successful candidate must come from financial services and have an in-depth and excellent understanding of Python and C++ My client anticipates to pay a strong performer upwards of £400k year 1 total compensation package.
As well as a market-leading compensation package, they offer exceptional benefits including a top-tier healthcare package, fully subsidised qualifications plus breakfast and lunch paid for each day.
To apply, either respond to this advert or send your CV directly to ******.