C++ Software Engineer - High-Frequency Trading / Low-Latency- Leading Quantitative Trading Firm
eFinancialCareers · London ·
- Category
- Software engineering
Salary: up to ~£600k total compensation, with quarterly bonuses
Client
One of the world's leading quantitative trading firms is looking for exceptional C++ Software Engineers to join its London engineering team.
Technology sits at the heart of the business, with engineers building the high-performance, fault-tolerant distributed systems that power trading across global markets and a wide range of asset classes. The environment operates at the limits of both latency and throughput, with engineers working deeply across C++, Linux, CPU architecture and networking.
The culture is highly technical and engineering-led, with developers working side-by-side with Quant Researchers, Traders and hardware specialists rather than operating as a traditional support function.
Role
This is a hands-on C++ engineering position with a broad remit depending on your particular strengths. Projects can include building and optimising market data, order entry and execution infrastructure, designing fault-tolerant low-latency trading systems, profiling performance-critical production code, or developing scalable research and distributed systems.
At the lower levels of the stack, there are also opportunities to work close to networking and specialist hardware, including FPGA and ASIC-based trading infrastructure.
There is significant ownership from an early stage. Engineers are expected to solve difficult technical problems independently, contribute to longer-term architectural decisions and remain highly hands-on with implementation and debugging.
Requirements
The firm is primarily looking for exceptional engineers rather than a specific financial background, so previous trading/HFT experience is not essential.
Desirable
Benefits & Incentives
Whilst we carefully review all applications, to all jobs, due to the high volume of applications we receive it is not possible to respond to those who have not been successful.
Contact
If you feel you're suitable for this role, want to hear about similar positions, or would like help hiring similar developers for your company, then please send your CV or get in touch:
Richard Allan
+44 (0)
in/richardallanok/
Client
One of the world's leading quantitative trading firms is looking for exceptional C++ Software Engineers to join its London engineering team.
Technology sits at the heart of the business, with engineers building the high-performance, fault-tolerant distributed systems that power trading across global markets and a wide range of asset classes. The environment operates at the limits of both latency and throughput, with engineers working deeply across C++, Linux, CPU architecture and networking.
The culture is highly technical and engineering-led, with developers working side-by-side with Quant Researchers, Traders and hardware specialists rather than operating as a traditional support function.
Role
This is a hands-on C++ engineering position with a broad remit depending on your particular strengths. Projects can include building and optimising market data, order entry and execution infrastructure, designing fault-tolerant low-latency trading systems, profiling performance-critical production code, or developing scalable research and distributed systems.
At the lower levels of the stack, there are also opportunities to work close to networking and specialist hardware, including FPGA and ASIC-based trading infrastructure.
There is significant ownership from an early stage. Engineers are expected to solve difficult technical problems independently, contribute to longer-term architectural decisions and remain highly hands-on with implementation and debugging.
Requirements
- Advanced C++ programming skills, ideally used daily in a professional environment
- Strong understanding of Linux / UNIX systems
- Excellent knowledge of computer science fundamentals, data structures and algorithms
- Understanding of CPU/system performance and network communication
- Exceptional debugging, problem-solving and software design skills
- Ability to reason about systems at both a high architectural level and down to detailed implementation
- Strong communication skills and a collaborative approach
The firm is primarily looking for exceptional engineers rather than a specific financial background, so previous trading/HFT experience is not essential.
Desirable
- Low-latency or high-performance systems experience
- Networking / distributed systems expertise
- Experience optimising for latency and throughput
- Market data, order entry or execution systems experience
- Hardware-aware optimisation / CPU architecture knowledge
- Experience working with FPGAs or other specialist hardware
Benefits & Incentives
- Work on some of the most technically demanding C++ systems in quantitative trading
- Extremely high engineering bar and talented peer group
- Direct collaboration with Researchers, Traders and hardware engineers
- Significant autonomy and project ownership
- Highly collaborative, non-hierarchical engineering culture
- Market-leading compensation and benefits
Whilst we carefully review all applications, to all jobs, due to the high volume of applications we receive it is not possible to respond to those who have not been successful.
Contact
If you feel you're suitable for this role, want to hear about similar positions, or would like help hiring similar developers for your company, then please send your CV or get in touch:
Richard Allan
+44 (0)
in/richardallanok/