Quant Developer (Pricing/Risk - C++)

Verition Fund Management LLC (“Verition”) is a multi-strategy, multi-manager hedge fund founded in 2008.  Verition focuses on global investment strategies including Global Credit, Global Convertible, Volatility & Capital Structure Arbitrage, Event-Driven Investing, Equity Long/Short & Capital Markets Trading, and Global Quantitative Trading.

We are seeking at highly talented C++ Quantitative developer to work in small team on greenfield buildout of multi-asset pricing and risk system. Position would suit fast and accurate programmer with C++ experience, keen to get into all aspects of development supporting and delivering models coded in C++ by award-winning quants. The successful candidate will gain exposure to the business as well as to state of the art modelling. The core system is developed in C++, delivered into Python and Excel for desktop users, and into containers running on the cloud for model calibration and risk jobs. 

Responsibilities:

• Adding pricing and risk for new models and/or new instruments to our cloud, Excel, and Python channels, from core C++ coding through to delivery 
• Setting up test frameworks and their inputs/outputs. Tracking down discrepancies in numbers we output, and remediating upstream or fixing our software as appropriate
• Liaising with internal and external providers of market data, contract parameters, and positions, and writing code to bring the data in
• Ah-hoc and long-term projects delivering our analytics to colleagues in risk, or working directly with the desks

Qualifications:

• At least 1-3 experience with C++
• Ability to work in a multi-disciplinary team, and liaise with stakeholders in trading, risk management, and tech
• Expertise in at least one other technology, e.g. Python, Excel, or SQL
• Interest in mathematical modeling and financial markets
• Other ideal skills:
  • Advanced quantitative skills, ideally modelling and pricing financial products
  • Experience with numerical methods
  • Modern cross-platform C++ development on Windows and Linux using MSVC, gcc, clang, static analysis CMake workflows/presets, etc.
  • Docker, AWS, Terraform, etc.
  • Significant Python or Excel experience including developing API's in Excel and Python using C++
  • SQL (PostgreSQL)