Selby Jennings
C++ Quant Developer - Market Making (HFT)
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Middle/Senior C++ Quant Developer - Market Making (HFT)
We're partnering with a top-tier electronic trading firm specialising in high-frequency market making, currently building ultra-low latency trading platforms operating across major European and US exchanges from their London office.
As part of continued growth, they're expanding their market-making team and are looking to hire a Mid to Senior C++ Quantitative Developers to work on core trading systems spanning pricing, execution, and risk. This is a genuine front-office engineering role where your code is deployed directly to production and has a clear, measurable impact on live trading performance.
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What You'll Be Doing
- Designing, building, and optimising core components of the trading platform
- Owning performance-critical C++ systems across pricing, execution, risk, and exchange connectivity
- Profiling and tuning systems across CPU, memory, cache, and network layers
- Working closely with traders and quantitative researchers to translate trading requirements into robust, low-latency solutions
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What They're Looking For
- 4+ years' experience in modern, performance-critical C++ (C++17+)
- Strong foundations in systems programming (hardware, OS, memory, networking)
- Experience building real-time or distributed systems with a focus on performance optimisation
- Comfortable using modern AI-assisted development tools
- Experience with exchange protocols (FIX, ITCH/OUCH, PITCH, BOE)
- Background in electronic trading, market making, or quantitative trading
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