C++ Quant Developer – Desk Aligned for Systematic Hedge Fund

About the role

We are seeking a C++ Quant Developer to join a desk‑aligned team at a systematic hedge fund in London. You will work closely with traders and researchers, contributing directly to the development of ultra‑low‑latency trading engines, large‑scale research platforms and cloud‑based analytics infrastructure.

Key responsibilities

• Design, implement and optimise high‑performance C++ components for the trading desk.
• Collaborate with traders and researchers to translate quantitative ideas into production‑ready code.
• Maintain and enhance the ultra‑low‑latency engine, handling nanosecond‑level execution.
• Work with massive data pipelines, processing terabytes of market data daily.
• Participate in code reviews, testing and deployment processes.

Required profile

• Strong academic background, preferably in Computer Science.
• Minimum 3 years of experience in a quantitative trading environment.
• Excellent communication skills and ability to work in a fast‑paced, collaborative setting.

Required skills

• Modern C++ (C++11/14/17) with a focus on performance.
• Python programming experience.
• Deep understanding of low‑level system concepts such as CPU architecture, memory management, operating systems and networking.

What we offer

• Competitive salary and generous benefits package.
• Opportunities for professional and personal development.
• Relaxed, casual culture with a healthy work‑life balance.
• Direct impact on the desk’s success and exposure to cutting‑edge technology.