Summary
✨ AI‑Generated
A quantitative technology team is seeking an experienced C++ engineer to build ultra-fast trading infrastructure. The role focuses on low-level systems, real-time processing, and scalable production platforms.
Highlights
High-impact engineering role involving architecture ownership, performance optimization, and collaboration with quantitative teams.
Description
The role is for an experienced C++ developer to take ownership of the architecture, development, and ongoing enhancement of the core signal-processing and alpha infrastructure supporting a newly established systematic equities pod.
The individual will be responsible for the critical real-time path, covering feature calculation, signal generation, and connectivity with the firm's central market data and execution platforms.
As an early member of the technology team, the individual will have a significant opportunity to influence the design and direction of the technology stack from its inception.
The position combines low-level systems engineering with quantitative research.
The individual will work closely with the Portfolio Manager and quantitative research team to convert research-driven alpha concepts into robust, scalable, and high-performance production trading systems.
Key Responsibilities
Lead the design and development of the core C++ signal-processing engine, including real-time feature calculation, alpha generation, position management, and risk oversight.Establish and maintain the interface between the C++ real-time processing environment and the Python/Polars research stack.Develop efficient mechanisms for publishing real-time alpha signals from research workflows into the firm's shared execution environment.Connect trading applications to centralised market data feeds and execution systems.Design and implement real-time controls covering risk, position monitoring, system logging, and operational alerting.Drive performance optimisation across the platform, including latency analysis, lock-free programming techniques, memory utilisation, and network performance.Partner with quantitative researchers to understand strategy requirements and convert Python-based research prototypes into robust, production-quality C++ implementations.Incorporate AI-assisted development technologies, including Cursor and Claude Code, into the engineering workflow while maintaining high standards of code quality, testing, and maintainability.Develop and support backtesting, simulation, and exchange-emulation capabilities used to validate and refine systematic strategies.
Required Skills and Qualifications
Bachelor's or Master's degree in Computer Science, Mathematics, Physics, Engineering, or another relevant quantitative discipline.At least three years of professional experience developing high-performance, server-side C++ applications within Linux environments.Strong knowledge of event-driven and real-time system architectures operating under demanding latency constraints.Proficiency in Python, together with practical experience using Polars, Pandas, NumPy, and the wider PyData ecosystem.Strong knowledge of Apache Arrow and columnar data formats, particularly in the context of interoperability between programming languages.Sound understanding of network programming, Linux operating-system internals, and systems-level performance optimisation.Previous experience working with real-time market data feeds and integrating applications with shared execution infrastructure.Strong foundations in data structures, algorithms, concurrency, and multithreaded software development.Experience with Git, CI/CD pipelines, unit testing, and established software engineering practices.Practical experience with AI-assisted development tools such as Cursor, Claude Code, or GitHub Copilot, together with an openness to incorporating these technologies into the day-to-day development process.
Preferred Skills and Experience
Previous experience developing trading technology within a systematic equities, quantitative trading, or comparable environment.Knowledge of low-latency engineering techniques, including cache-efficient data structures, SIMD optimisation, and memory-mapped I/O.Experience using Rust to develop performance-sensitive systems.Familiarity with kdb+/q and time-series data technologies.Understanding of equity market microstructure, order types, and electronic execution strategies.Experience with DuckDB, Arrow Flight, or comparable analytical and data-processing technologies.Familiarity with AWS and modern containerised deployment environments.