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 a highly talented C++ Quantitative Developer to work in a small team on the greenfield buildout of a multi-asset pricing and risk system. This position would suit a 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 modeling. 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.
• Ad-hoc and long-term projects delivering our analytics to colleagues in risk or working directly with the desks.

Qualifications:

• At least 1-3 years of 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 modeling and pricing financial products.
• Experience with numerical methods.
• Modern cross-platform C++ development on Windows and Linux using MSVC, g , clang, static analysis CMake workflows/presets, etc.
• Docker, AWS, Terraform, etc.
• Significant Python or Excel experience including developing APIs in Excel and Python using C++.
• SQL (PostgreSQL).