We are working with a Quantitative Hedge Fund Manager who focus on the rigorous development and disciplined implementation of empirically based strategies. With their flagship fund having been in operation for over 3 decades, they employ a variety of statistical methods and techniques using their robust tech and data infrastructure.
This is an open opportunity for elite C++ developers to join the core engineering group, which is split across implementation, execution, market data, and quantitative development.
This is the type of firm where you could have an impact across all of the specialties. They have a very flat, merit-based structure and a tight-knit culture. Employees are part of the decision-making process, which I think really attests to the culture of the firm. Great care is taken in providing enough opportunities for developers to not be at risk for their technical skills to go stale/complacent.