C++ Quant Developer (Systematic Trading)

TL;DR

C++ Quant Developer (Systematic Trading): Building and optimizing low-latency, high-throughput systems for systematic trading strategies with an accent on research tooling, simulation infrastructure, and live trading systems. Focus on collaborating with quants and traders to enhance performance analytics and strategy diagnostics.

Location: Hybrid (London, Paris, or Amsterdam)

Company

Globally renowned proprietary trading firm.

What you will do

• Design and build a low-latency, high-frequency trading platform
• Develop tools for tick-by-tick backtesting and simulation
• Build distributed systems for large-scale data processing and analytics
• Optimize the performance of machine learning-driven models
• Create internal interfaces, dashboards, and data visualization tools for quants
• Work closely with researchers and traders to support live strategy deployment and iteration

Requirements

• Strong C++ programming experience, with excellent grasp of algorithms and data structures
• BSc/MSc/PhD in Computer Science, Engineering, Mathematics, or related field
• Strong problem-solving mindset and ability to manage parallel tasks in a fast-paced environment
• Clear communicator and effective collaborator in a team environment

Nice to have

• Python experience for tooling or data pipelines
• Previous exposure to trading systems, market data, or financial research environments
• Familiarity with distributed compute problems or large-scale tick data handling

Culture & Benefits

• Opportunity to work at one of the most technically advanced proprietary trading firms in the world
• Greenfield development in a team with minimal legacy and high autonomy
• Direct collaboration with quants and PMs on high-impact research and trading infrastructure
• Excellent benefits including hybrid work, paid time off, free meals, wellness programs, and learning stipends