Summary
✨ AI‑Generated
We are seeking a skilled developer to design, implement and optimise high‑frequency trading algorithms in cash‑equity markets. The role involves working with low‑latency systems on Linux, processing real‑time market data, and building robust order‑execution frameworks using C++ and Python. Ideal candidates have strong software‑engineering backgrounds, experience with TCP/IP, UDP/multicast, distributed architectures, and a solid grasp of algorithmic‑trading concepts.
Highlights
Join a cutting‑edge fintech team building high‑performance algorithmic execution solutions for cash equities. You’ll tackle low‑latency challenges, work with massive market‑data streams, and collaborate with quantitative researchers to shape best‑in‑class execution strategies. The role offers competitive compensation, continuous learning, and the chance to influence institutional trading at scale.
Description
Trading Algorithm Strategist – Cash Equities & Algorithmic Trading – London / Hybrid
(C++, Algorithmic Trading, Quantitative Trading Strategies, Cash Equities, Low-Latency Systems, High-Performance Computing, Smart Order Routing, Best Execution, Market Data, Order Execution, Linux, TCP/IP, UDP/Multicast, Python, Distributed Systems, Software Architecture, Performance Optimisation)
An exciting opportunity has arisen for a Trading Algorithm Strategist to join a global financial technology team responsible for developing sophisticated algorithmic execution solutions across the cash equities markets.
You will sit within a highly technical Algo Development team, working on the design, development and optimisation of high-performance trading algorithms that directly influence how institutional clients execute their orders.
This is a hands-on engineering position combining software development, quantitative analysis and financial markets, with a strong focus on performance, resilience and execution quality.
The role will involve developing and enhancing strategic algorithmic applications supporting capabilities such as Best Execution, Smart Order Routing (SOR), Centralised Risk Book (CRB) and Internal Order Book (IOB).
You will work within a low-latency, high-throughput environment where milliseconds matter and where software architecture, performance optimisation and robust engineering are critical.
The ideal candidate will have strong C++ programming skills and proven experience within algorithmic trading, electronic execution or a closely related quantitative technology environment.
You will have a deep understanding of financial markets and trading strategies, alongside strong analytical and problem-solving skills.
Experience with Linux, TCP/IP, UDP/Multicast, inter-process communication, market data feeds, order execution or performance testing would be highly advantageous.
This is an opportunity to work closely with quantitative analysts, developers, business stakeholders and trading specialists, translating complex business and quantitative requirements into highly efficient technical solutions.
You will also have the autonomy to propose technological improvements, contribute to architectural decisions and mentor other engineers across areas such as distributed architecture, design patterns and coding best practices.
You will join a compact, collaborative and globally distributed engineering team where hands-on technical ability is genuinely valued.
If you are an experienced C++ engineer with a passion for financial markets, quantitative trading and high-performance systems, this is an opportunity to work on technology that sits directly at the heart of electronic equities execution.
Location: London / Hybrid
Salary: £90,000 - £130,000 + Bonus + Benefits
Applicants must have the right to work in the UK as sponsorship is not available.
NOIRUKTECHREC
NOIRTECHREC
