C++ Quantitative Developer – HFT Systematic Quant Fund

About the role

Our client is a leading tech‑driven quantitative and systematic hedge fund seeking a Quantitative Developer to join its high‑frequency trading (HFT) team in London. You will design, build and operate ultra‑low‑latency systems that run at global scale, ensuring every nanosecond counts.

Key responsibilities

• Design and maintain ultra‑low‑latency trading infrastructure from kernel‑level tuning to high‑performance C++ components.
• Collaborate with FPGA, hardware and infrastructure engineers to create end‑to‑end architectures.
• Optimize network stacks, memory usage and CPU pipelines for maximum throughput.
• Profile, debug and continuously improve system performance in a production environment.

Required profile

• Minimum 5 years of development experience in performance‑critical C++ (C++17 or newer).
• Previous experience working at a hedge fund, proprietary trading firm or similar environment.
• Strong understanding of systems programming, memory management and modern CPU architectures.
• Deep familiarity with Linux internals, kernel parameters and low‑level profiling tools.

Required skills

• C++ (C++17 or later)
• Linux system programming
• Kernel‑level tuning and configuration
• Low‑level performance profiling
• Memory management techniques
• CPU architecture awareness

What we offer

• Collaborative, creative environment where ideas are valued.
• Competitive salary and generous benefits package.
• Opportunities for professional and personal development.
• Relaxed, casual culture with a healthy work‑life balance.