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Selby Jennings

C++ Engineer - Low Latency Market Data (Greenfield team)

London
Posted about 11 hours ago
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C++ Engineer - Low Latency Market Data (Greenfield Team)

We're partnering with a top-tier quantitative trading firm operating market-making strategies across global electronic venues. The team is building a greenfield tick-data and market-data platform optimised for deterministic latency and extreme throughput.

Role

  • Design and implement ultra-low-latency market-data pipelines from exchange feed-handler to downstream consumers
  • Hands-on development in modern C++23 on performance-critical hot paths
  • Exchange connectivity, feed normalisation, sequencing, and recovery logic
  • Deep involvement in latency profiling, optimisation, and systems architecture
  • Close work with low-latency engineers and quantitative teams

Reasons to use Rodeo

I’m in my final year doing Economics and I don’t know whether to apply for grad schemes now or do a masters first. What do you think?

Honest answer — it depends on where you want to end up. A lot of top grad schemes (Big 4, civil service, banking) don’t need a masters. Let’s look at the ones you’d be competitive for now, and we can decide if a masters actually adds anything.

Also worth knowing: most autumn 2026 applications are open now. Timing matters more than you think.

Start with a chat, not a search bar

Grad scheme, placement, apprenticeship? Not sure what you want yet — that's fine. Your agent talks it through with you and turns "I have no idea" into a shortlist.

P

Graduate Consultant — 2026 Scheme

PwC·London, UK
£35,000/yr

Why you're a good match

Strong

Your economics background and your summer at a regional bank line up with what PwC looks for on the consulting scheme. Applications close in four weeks.

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It searches the market for you

Every day your agent scans the market matching roles against what actually matters to you, not just keywords on a CV.

Why you're a good match

You’ve got the grades and the economics background, and your bank internship is exactly the experience this scheme looks for. Apply soon — deadlines close within the month.

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Strong

Experience fit

Your summer at the bank plus your econometrics coursework map directly to the day-one responsibilities on this scheme — client modelling, market briefings, and deal support.

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Strong

Only hits

No noise. No "maybe this fits." Just roles with a clear explanation of why they're right — and where to focus when applying.

Requirements

  • Professional experience writing C++23 in production trading systems
  • Kernel-bypass networking (e.g. DPDK, Solarflare/Onload, RDMA)
  • Strong background in low-latency / high-performance systems
  • Solid understanding of Linux internals, CPU architecture, cache behaviour, memory layout, and profiling tools

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Nice to have

  • Direct exposure to market data or HFT environments

If you're passionate about microsecond-level optimisation and market-data engineering, apply for a confidential discussion.

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Skills

C++23
Low Latency
Market Data
DPDK
Solarflare Onload
RDMA
Linux Internals
CPU Architecture
Cache Behavior
Memory Layout
Profiling Tools
Exchange Connectivity
Feed Normalization
Systems Architecture
HFT

Location

London, England, United Kingdom

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