C++ Quantitative Developer

Requirements:

• At least 3 years of hands-on experience developing high-performance, server-side C++ applications in a Linux environment.
• Strong understanding of real-time, event-driven architectures with demanding latency requirements.
• Proficiency in Python and working knowledge of Polars, Pandas, NumPy, and the broader Python data ecosystem.
• Strong familiarity with Apache Arrow and columnar data formats for efficient cross-language interoperability.
• Strong knowledge of network programming, Linux internals, and systems optimisation.
• Experience consuming real-time market data feeds and integrating systems with execution platforms.
• Solid knowledge of data structures, algorithms, and concurrent or multithreaded programming.
• Proficiency with Git, CI/CD, unit testing, and software engineering best practices.
• Experience with AI-assisted coding tools and willingness to use them in daily development workflows.
• At least 1 year of experience in finance.
• A bachelors or masters degree in Computer Science, Mathematics, Physics, Engineering, or a related quantitative discipline.
• Experience building trading systems in systematic equities or quantitative trading is advantageous. Familiarity with equity market microstructure, low-latency optimisation, Rust, kdb+/q, analytical databases, or cloud infrastructure is beneficial.

Responsibilities:

• Design and build a core C++ signal engine for real-time feature computation, alpha signal generation, position tracking, and risk monitoring.
• Develop efficient data integration between production C++ systems and Python-based research workflows.
• Implement and optimise the publication of real-time alpha signals into shared execution infrastructure.
• Integrate trading systems with central market data feeds and execution platforms.
• Develop infrastructure for real-time risk checks, position monitoring, logging, and alerts.
• Improve system latency and throughput through performance profiling, memory management, concurrent programming, and network tuning.
• Collaborate with quantitative researchers to turn Python prototypes into robust, production-grade C++ code.
• Build and maintain backtesting and exchange simulation infrastructure for strategy validation.
• Use AI-assisted development tools to improve efficiency while maintaining code quality.
• Contribute to the architecture, reliability, and ongoing improvement of the teams trading technology.

Technologies:

• AI
• CI/CD
• Cloud
• Git
• Linux
• Network
• Python
• Rust
• numpy
• pandas
• C++
• Support

More

We are a leading global multi-strategy hedge fund seeking a C++ Quantitative Developer for our newly formed systematic equities investment team in New York. This front-office role focuses on high-performance trading infrastructure that supports real-time signal generation and systematic equity strategies. You will work directly with the Portfolio Manager and quantitative researchers and help shape the teams technology stack from day one. Our fast-paced environment values technical rigour and close collaboration.

last updated 43 week of 2026