Low-Latency C++ Engineer- Quant Trading / HFT - #2130594
eFinancialCareers
Date: 2 weeks ago
City: London
Contract type: Full time
Work schedule: Full day
London | £200k-£600k+ TC | Quant Trading / HFT
I'm working with several of the world's leading quantitative trading firms and market makers looking to hire exceptional C++ engineers into performance-critical trading teams.
These are engineering environments where performance genuinely matters. Depending on the team, you could be working across market data, exchange connectivity, execution, order books, real-time risk or the core infrastructure underpinning automated trading.
The problems span the entire stack: application code, operating systems, networking and modern CPU architecture. Current teams across the market are working on systems processing enormous volumes of real-time market data while continuously pushing latency, throughput and reliability.
The work can include:
Looking for:
Trading experience is useful but absolutely not essential. Some of my clients actively like engineers coming from highly technical environments outside finance.
These firms offer some of the strongest engineering problems and compensation available anywhere in software.
Whilst we carefully review all applications, to all jobs, due to the high volume of applications we receive it is not possible to respond to those who have not been successful.
Contact
If you think you're a good match, or would like further information, please contact:
Henry Abbot
+44 (0)
in/henry-abbot
I'm working with several of the world's leading quantitative trading firms and market makers looking to hire exceptional C++ engineers into performance-critical trading teams.
These are engineering environments where performance genuinely matters. Depending on the team, you could be working across market data, exchange connectivity, execution, order books, real-time risk or the core infrastructure underpinning automated trading.
The problems span the entire stack: application code, operating systems, networking and modern CPU architecture. Current teams across the market are working on systems processing enormous volumes of real-time market data while continuously pushing latency, throughput and reliability.
The work can include:
- Designing high-performance C++ trading systems
- Optimising critical paths for latency and throughput
- Multithreading, concurrency and lock-free programming
- Network and systems programming
- CPU/cache/memory optimisation and profiling
- Real-time market data and execution infrastructure
- Measuring and eliminating jitter and tail latency
- Taking ownership of systems running live in production
Looking for:
- Excellent modern C++ and computer science fundamentals
- Strong understanding of concurrency, memory and performance
- Linux/systems knowledge
- An interest in understanding performance all the way down to the hardware
Trading experience is useful but absolutely not essential. Some of my clients actively like engineers coming from highly technical environments outside finance.
These firms offer some of the strongest engineering problems and compensation available anywhere in software.
Whilst we carefully review all applications, to all jobs, due to the high volume of applications we receive it is not possible to respond to those who have not been successful.
Contact
If you think you're a good match, or would like further information, please contact:
Henry Abbot
+44 (0)
in/henry-abbot
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