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- Tasks: Design and build low-latency components for a cutting-edge equities execution platform.
- Company: Join a top quantitative investment firm in London, known for innovation and success.
- Benefits: Enjoy a competitive package up to £300,000, with bonuses and potential remote work options.
- Why this job: Be at the forefront of trading technology, collaborating with experts in a dynamic environment.
- Qualifications: 5+ years C++ experience in latency-sensitive settings; STEM degree required.
- Other info: Great referral scheme available for those who know suitable candidates.
Compensation: up to £300,000 total package (base + bonus)
I’m partnering with one of London’s most successful quantitative investment firms as they scale a brand-new, market-leading equities execution platform. They’ve just secured fresh external capital and are doubling-down on real-time trading infrastructure that will power their global systematic strategies.
As the team’s go-to C++ authority, you’ll collaborate directly with quantitative researchers and traders to design and build greenfield low-latency components—collecting live market data, integrating with multiple brokers and dark pools, and driving advanced TCA and back-testing capabilities. You’ll split your time roughly 50/50 between cutting-edge C++ (latest standards) and evolving high-availability Java services, shaping the technical roadmap alongside senior stakeholders.
What you’ll be doing:
- Architect & code new execution and data-ingestion services in modern C++ (17/20) on Linux.
- Extend & refine existing frameworks that support research and post-trade analytics.
- Optimise latency & scalability across the full order-routing pipeline, from market-data capture to broker connectivity.
- Own critical components end-to-end: design, implementation, deployment, and production support.
- Influence strategy by partnering closely with quants to translate trading ideas into production-ready systems.
Experience Needed:
- 5 + years professional C++ engineering experience (C++11 onward) in latency-sensitive environments.
- Previous hands-on work with execution or market-data systems—equities preferred.
- Some exposure to Java (you may be C++-heavy today but comfortable in both).
- Familiarity with multithreading, network protocols, and performance profiling.
- STEM degree (Computer Science, Engineering, Physics, Maths, etc.).
- Clear communicator who enjoys collaborating in fast-paced, research-driven teams.
Please contact daniel.mclagan@stanfordblack.com for more information.
If this role isn’t right for you, but you know of someone who might be interested, we have a market-leading referral scheme in place to thank anyone who refers a friend who is successfully placed! T&Cs apply.
Contact Detail:
Stanford Black Limited Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Senior C++ Engineer (City of London)
✨Tip Number 1
Make sure to brush up on your C++ skills, especially the latest standards like C++17 and C++20. Familiarise yourself with low-latency programming techniques and be ready to discuss how you've optimised performance in past projects.
✨Tip Number 2
Network with professionals in the quantitative finance space. Attend meetups or online forums where you can connect with others who work in systematic trading or execution platforms. This could lead to valuable insights and potential referrals.
✨Tip Number 3
Prepare to demonstrate your understanding of market data systems and execution strategies. Be ready to discuss specific examples from your experience that showcase your ability to work in latency-sensitive environments.
✨Tip Number 4
Showcase your collaborative skills by preparing examples of how you've worked closely with quantitative researchers or traders in the past. Highlight your ability to translate complex ideas into practical solutions, as this is crucial for the role.
We think you need these skills to ace Senior C++ Engineer (City of London)
Some tips for your application 🫡
Tailor Your CV: Make sure your CV highlights your C++ experience, especially in latency-sensitive environments. Include specific projects where you've worked with execution or market-data systems, and mention any exposure to Java.
Craft a Compelling Cover Letter: In your cover letter, express your enthusiasm for the role and the company. Discuss how your skills align with their needs, particularly your experience with modern C++ standards and your ability to collaborate with quantitative researchers.
Showcase Relevant Projects: If you have any relevant projects or contributions to open-source C++ initiatives, be sure to mention them. This can demonstrate your hands-on experience and passion for the field.
Highlight Communication Skills: Since the role requires collaboration with quants and traders, emphasise your communication skills. Provide examples of how you've successfully worked in fast-paced, research-driven teams in the past.
How to prepare for a job interview at Stanford Black Limited
✨Showcase Your C++ Expertise
Be prepared to discuss your experience with modern C++ standards, particularly C++17 and C++20. Highlight specific projects where you optimised latency and scalability, as this role heavily focuses on low-latency components.
✨Demonstrate Problem-Solving Skills
Expect technical questions that assess your ability to solve complex problems in real-time trading environments. Practice explaining your thought process clearly, as communication is key when collaborating with quants and traders.
✨Familiarise Yourself with Market Data Systems
Since the role involves working with execution and market-data systems, brush up on your knowledge of these areas. Be ready to discuss any previous hands-on experience you have in this field, especially related to equities.
✨Prepare for Collaborative Scenarios
This position requires close collaboration with quantitative researchers. Think of examples from your past work where you successfully partnered with others to translate ideas into production-ready systems, and be ready to share those stories.
