I’m working with one of our key trading clients as they continue to expand their engineering and quantitative trading capabilities in London.
The firm has built a strong position within digital asset markets and is now investing heavily in its next phase of growth, including expansion across traditional finance and prediction markets. As part of this, they’re looking to hire C++ Quant Developers / Trading Infrastructure Engineers with roughly 2–15 years of experience.
This is a broad search rather than a narrowly defined seat. Depending on background, you could be working across low-latency trading infrastructure, execution systems, market connectivity, pricing, market data, simulation/backtesting or performance-critical quantitative tooling, working closely with traders and researchers.
We’re particularly interested in engineers coming from high-calibre, high-performance technical environments - whether that’s electronic trading, HFT/market making, hedge funds or other organisations where engineering quality, performance and reliability are genuinely important.
What we’re looking for:
- 2–15 years of professional engineering experience
- Strong modern C++
- Experience building performance-sensitive, production-grade systems
- Strong CS fundamentals, particularly around concurrency, systems and performance
- Comfortable working closely with quantitative researchers and traders
- Trading experience is highly relevant, but we’re also open to exceptional engineers from adjacent high-performance environments
#J-18808-Ljbffr
