C++ Quantitative Developer – HFT Systematic Quant Fund

About the role

We are looking for a C++ Quantitative Developer to join the high‑frequency trading (HFT) team in London. You will design, build and operate ultra‑low‑latency systems that run at global scale, working across the full latency‑critical stack from kernel‑level tuning to high‑performance C++ components.

Key responsibilities

• Develop and maintain ultra‑low‑latency C++ code (C++17+) for systematic trading strategies.
• Perform kernel and network optimisation, including tuning Linux parameters and low‑level profiling.
• Collaborate with FPGA, hardware and infrastructure engineers to design end‑to‑end architectures where every nanosecond matters.
• Analyse performance bottlenecks and implement memory‑management and CPU‑architecture optimisations.

Required profile

• 5+ years of professional experience developing performance‑critical C++ applications.
• Strong understanding of systems programming, memory management and CPU architectures.
• Deep familiarity with Linux internals, kernel parameters and low‑level profiling tools.
• Experience in a hedge fund, proprietary trading firm or similar environment is a strong plus.

Required skills

• C++ (C++17 or newer)
• Linux system programming
• Kernel tuning and low‑level profiling
• Memory management and CPU architecture knowledge
• Performance optimisation techniques

What we offer

• Collaborative, creative environment with strong emphasis on technical excellence.
• Competitive salary and generous benefits package.
• Opportunities for professional and personal development.
• Relaxed, casual culture supporting a healthy work‑life balance.