C++ Quant Developer Multi-Asset Risk Platform Elite Hedge Fund

A prestigious, multi-strategy hedge fund managing billions in global AUM is seeking a highly skilled Quantitative Developer to join their front-office quantitative research team in New York.

This role focuses on the design and implementation of a state-of-the-art, cross-asset pricing and risk platform, built with a C++ server and lightweight Python and Excel client interfaces. You will work directly with quantitative researchers, risk teams, and technologists in a fast-paced, collaborative environment, driving the development of scalable infrastructure to support advanced analytics and decision-making.

Key Responsibilities:

Architect and implement a robust server-client platform for cross-asset pricing and risk.

Build and maintain real-time and batch job infrastructure on internal and cloud environments.

Develop continuous integration, release, and automated testing frameworks.

Design and manage secure, high-performance databases.

Leverage advanced computational techniques: multithreading, vectorization, adjoint differentiation, machine learning.

Partner with quants, trading, risk, and IT teams to deliver high-impact systems.

Ideal Candidate Will Have:

A Bachelor’s degree or higher in a STEM discipline.

Expert proficiency in C++ development.

Experience with Python, Excel, and SQL on Windows and Linux environments.

Familiarity with GitHub and VS Code is a plus.

A hands-on, collaborative attitude with a drive to deliver in production environments.

This role offers top-of-market compensation with performance-driven bonuses, alongside exceptional exposure to systematic and discretionary trading teams within a world-class fund.

To apply, follow the link or send your resume directly to .