Quantitative Developer

Overview I’m working with a top-tier trading team that’s building out a new cross-asset execution and central risk platform. This is a major greenfield initiative that sits at the heart of their trading operations globally. They’re looking for a C++ Quant Developer with strong experience building OMS infrastructure. The emphasis is on throughput, optimization, and robust system design, not just ultra-low latency. You’ll work closely with central trading teams to improve execution quality across regions and asset classes. What they’re looking for A strong low-latency C++ engineer (C++17/20) with 10+ years of experience overall and at least 5 in front-office trading Deep understanding of order management systems, execution algorithms, and trading infrastructure Experience with multi-threading, Linux internals, and network programming Knowledge across equities or futures, with some Python for data analysis Familiarity with execution performance analysis and backtesting tools Why this stands out Greenfield platform build with a clear long-term roadmap Direct collaboration with central trading teams and impact on trading performance Focus on high-throughput, scalable systems instead of chasing microseconds Seniority level Mid-Senior level Employment type Full-time Job function Finance and Engineering Industries Capital Markets Financial Services Software Development Referrals increase your chances of interviewing at Radley James by 2x Inferred from the description for this job Medical insurance Vision insurance 401(k) Paid paternity leave Tuition assistance Student loan assistance Paid maternity leave Child care support Pension plan Disability insurance Get notified about new Quantitative Developer jobs in New York City Metropolitan Area . #J-18808-Ljbffr Radley James