Quantitative Developer for a Small Research Driven Trading Firm

Our client who's a small quantitative/research driving trading firm are currently looking to build out their research and development team in San Francisco.

Position:

They're looking for a strong C++ programmer to help develop their core research trading infrastructure as well conduct research and modelling for their existing trading models in addition you'd also be responsible for coming up with some new models.

Requirements:

- The ideal candidate will have a BS or MS in Computer Science, Mathematics, Engineering or Physics.

- Extensive C++ programming background ideally using either low level design or high performance computing

- Understanding of some financial products like, options, swaps & futures would be a bonus.

Compensation & Benefits:

In terms of compensation and benefits they offer guaranteed first year compensation and this will include, base salary, performance bonus and sign on bonus circa $400-500k dependent on experience. You will also have full private healthcare for you and your family, 401k matching plan and 20 days holiday.

Please send a resume to ben@hermansearch.com or if you have any questions feel free to ask, I'd be more than happy to give any further information that could help.

 

 

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