London Based High Frequency Systematic Hedge Fund seeks exceptional quantitative developer.

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My Client is a hedge fund that has been working at the cutting edge of high frequency black box trading for over 10 years. They have had an exceptional couple of years and have been consistently looking for talent. They are currently looking at a number of technical positions within their research and development teams that would be suitable for highly skilled O.O programmers with a strong grounding in Mathematics. The role involves working closely alongside the research and trading functions within the firm in order to further develop and improve the cutting edge trading platform, as well as some exposure to the development and implementation of high frequency trading algorithms.

The Successful Candidate will have:

- A minimum of a 2:1 degree from a world class university in a quantitative/technical subject. Postgraduate experience would be beneficial.
- At least 2 years substantial programming experience with an O.O programming language (C#, C++, Java)
- Experience in a previous finance related role would be beneficial, but not necessary.
- Previous experience in a heavily technical field (telecommunications, gaming, engineering, software development etc)
- A good Mathematical grounding.


(Huxley Associates Limited acts as an Employment Agency and an Employment Business)

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