C++ Quantitative Developer – HFT Systematic Quant Fund

About the role

Join a leading tech‑driven systematic hedge fund as a Quantitative Developer on the high‑frequency trading (HFT) team in London. You will design, build and operate ultra‑low‑latency systems that trade at global scale, working across the full latency‑critical stack.

Key responsibilities

• Design and implement high‑performance C++ components for trading algorithms.
• Perform kernel‑level tuning, network optimisation and low‑level profiling on Linux.
• Collaborate with FPGA, hardware and infrastructure engineers to create end‑to‑end low‑latency architectures.
• Maintain and improve ultra‑low‑latency systems in production.

Required profile

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

Required skills

• C++ (C++17 or above)
• Linux kernel and system programming
• Low‑level profiling and performance optimisation
• Memory management techniques
• CPU architecture knowledge
• Kernel tuning and network optimisation

What we offer

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