Selby Jennings is partnering with a top-tier quantitative trading firm to build a greenfield tick-data and market-data platform in Greater London. The role requires hands-on development in C++23, focusing on performance-critical systems and latency optimisation.
Ideal candidates will have experience in production trading systems and a strong understanding of low-latency environments. The position offers the opportunity to work closely with quantitative teams and engage in cutting-edge engineering.
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