C++ Quant Developer - Systematic Quant Trading Fund
Radley James
Job Description
Low Latency Quantitative Developer – Systematic & Quantitative Trading
\nLocation - New York / London / Singapore / California
\n \nA leading global investment firm specialising in systematic and quantitative trading is seeking a Low Latency Quantitative Developer to join its Core team. The team is responsible for building and optimising the firm’s low-latency trading and research infrastructure, supporting high-performance systems across global markets.
\n \nAs a Low Latency Quantitative Developer, you will:
\n- \n
- Build and enhance low-latency trading infrastructure. \n
- Develop high-throughput research systems and tooling. \n
- Improve testing, deployment, and monitoring frameworks. \n
- Optimise geographically distributed networking capabilities. \n
- Work on highly performant systems within a collaborative front-office environment. \n
Key Requirements
\n- \n
- BS/MS/PhD in Computer Science or equivalent. \n
- 1-3 years of experience (open for graduates) \n
- Strong programming experience in C++ and Python. \n
- Strong systems fundamentals (OS, networking, compilers, etc.). \n
- Comfortable working within GNU/Linux environments. \n
- Strong critical thinking and communication skills. \n
This opportunity offers highly competitive compensation and the chance to work on cutting-edge low-latency systems alongside some of the industry’s leading engineering and quantitative talent.
Vacancy posted 29 days ago
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