C++ Pricing Library Developer - Hedge Fund
- $150,000 - $250,000 + Bonus
- Greenwich, CT, USA
- Permanent, Full time
- Sartre Group
- 05 Jan 17
Building C++ Pricing Libraries for a Commodities trading group in Greenwich
The client is a multi-strategy hedge fund with offices across the globe, this role is situated within their commodities trading group which is headed up out of the Greenwich office with addtional resources in Chicago and London.
The group employ both fundemental and quantitative analysis to help construct trade ideas within the commodities space and this role is going to be focused on the core C++ pricing libraries. Technically experience around C++ and work on pricing systems will be required, they do not require people to have specific commodities experience and are happy to see indivuals from other asset classes (FI, FX, Equities etc.). As the team is a small group they expect people to pick up additional responsibilities as and when required - typically this will involve risk, modelling and some infrastructure work. Additional experience of Python is advantageous but not required.