C++ Software Engineer : Trading : £120-180k plus excellent bonus : London

We’re partnering with a top-tier quantitative trading firm to hire an experienced C++ Software Engineer to work on performance-critical trading and market data systems. This is a role for engineers who care deeply about latency, determinism, and correctness, and who want to build systems where microseconds and design decisions genuinely matter.

The Role You’ll be part of a core engineering team responsible for low-latency, high-throughput systems that sit directly on the trading path. The work spans strategy execution, market data processing, and core infrastructure, with a strong focus on performance and reliability. You’ll collaborate closely with quants, traders, and other systems engineers, taking research ideas and turning them into robust, production-grade software.

Key Responsibilities Design and develop high-performance C++ systems used in live trading Build and optimise components for market data ingestion, pricing, and execution Profile, tune, and debug systems where latency and throughput are critical Contribute to system architecture and low-level design decisions Maintain high engineering standards around testing, code quality, and reliability

Core Technical Requirements Strong professional experience with modern C++ (C++17/20) Deep understanding of data structures, algorithms, and low-level system behaviour Experience working on latency-sensitive or performance-critical systems Strong knowledge of Linux, memory management, and concurrency Comfortable debugging complex issues across large, long-lived codebases

Additional Languages & Technologies (Nice to Have) Experience with one or more of the following is a strong plus: Python (for research tooling, prototyping, or system glue) Rust or Go (modern systems or infrastructure tooling) Java or C# (broader backend exposure) Experience with networking, TCP/UDP, multicast, or kernel-level tuning Familiarity with build systems, CI/CD, and performance profiling tools

Nice to Have (But Not Required) Exposure to electronic trading systems or financial markets Experience with lock-free programming, custom allocators, or SIMD Background in distributed systems or real-time systems