C++ Developer, Low-Latency Trading Systems

Firm: Leading global proprietary trading firm

About the firm

Our client is a highly successful proprietary trading firm that trades only its own capital across global markets. Technology is at the core of its edge: it builds its trading systems in-house, from market data to order execution. Engineers work in small, flat teams alongside traders and researchers, with real ownership and visible impact on the business.

The role

You’ll design, build and optimise the ultra-low-latency systems behind the firm’s automated trading strategies. That includes market data feed handlers, order gateways, trading engines and risk systems, where every microsecond, and often every nanosecond, matters.

What you’ll do

Design and build high-performance, low-latency trading infrastructure in modern C++ (17/20/23).
Develop exchange connectivity: market data feed handlers and order entry gateways across global venues.
Profile and optimise performance at the system level, covering CPU caches, memory layout, lock-free data structures, kernel bypass and networking.
Work closely with quant researchers and traders to turn strategies into robust production code.
Build tools for simulation, backtesting, monitoring and real-time risk.
Own the reliability, testing and deployment of critical production systems.

What we’re looking for

3+ years of professional C++ development, ideally in HFT, market making or another latency-sensitive field.
Expert knowledge of modern C++: templates, move semantics, the memory model and performance-oriented design.
Strong understanding of computer architecture, operating systems (Linux), multithreading and concurrency.
Experience with low-latency networking: TCP/UDP, multicast, kernel bypass (Solarflare/OpenOnload, DPDK).
A degree in computer science, engineering, mathematics or a related field from a top university.
A data-driven approach to performance: you measure, profile and benchmark rather than guess.
Strong ownership, pragmatism and the ability to work in a fast-paced trading environment.

Nice to have

Exchange protocols and market data formats (FIX, ITCH/OUCH, SBE, CME MDP3).
FPGA or hardware-acceleration experience, or working closely with hardware engineers.
Python for tooling and analysis.
Knowledge of market microstructure and electronic trading.

What’s on offer

Highly competitive compensation: market-leading base plus a significant discretionary bonus.
Direct impact on trading performance, with clear visibility of your contribution.
Cutting-edge technology, including co-located infrastructure and the latest hardware.
A collaborative, non-hierarchical culture alongside world-class engineers, traders and researchers.
[Benefits: relocation support, visa sponsorship, health cover, meals, etc.]

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