You won’t be joining a mature platform with ten layers of process around it. You’ll be helping shape one.

What you’ll be doing

• You’ll improve and extend production trading infrastructure across C++, Python, market data, broker connectivity, order handling, research tooling and deployment workflows.
• You’ll own or co-own critical components such as the order processor, execution simulator, market data storage, backtesting framework, risk controls, reconciliation and recovery.
• You’ll help make backtests more honest by accounting for fills, spread, volume, latency, execution constraints and market regime change.
• You’ll strengthen live-trading safety through limits, kill switches, monitoring, logging, state recovery and operational discipline.
• You’ll work closely with the senior technical lead and wider team to turn research ideas into production-ready trading capability.
• You’ll bring clearer engineering structure to a small environment without slowing it down with unnecessary process.

What makes you a great fit

• You have recent, applied C++ experience in production systems where correctness, latency, state and reliability matter.
• You’ve worked in or close to trading systems, market data, execution, FIX, backtesting, broker connectivity, risk systems or financial infrastructure where live behaviour matters.
• You can reason clearly about concurrency, latency, debugging, testing, state management and production failure modes.
• You can draw and explain systems you’ve personally built, owned or improved.
• You understand how backtests can mislead through data leakage, overfitting, look-ahead bias, unrealistic fills, survivorship bias and regime change.
• You have enough trading judgement to understand why software behaviour matters when it influences orders, exposure and P&L.
• You’re comfortable in a small team where ownership is broad and decisions can’t always be escalated through layers.

Useful but not essential

• Experience with futures trading, market data platforms, LMDB or similar storage, FIX engines, broker APIs or exchange connectivity.
• Python for research, tooling or analysis.
• Docker, GitLab, Linux and production deployment experience.
• Experience in prop trading, hedge funds, banks, brokers, trading technology vendors or exchange-adjacent environments.

This role will suit you if

• You want to build a trading platform rather than simply join a mature one.
• You want meaningful autonomy and the chance to shape what trades, not just how the code is written.
• You want to work close to systematic trading, execution, research, risk and infrastructure.
• You’re interested in moving closer to strategy and P&L over time.

This role probably won’t suit you if

• You need a large platform, a narrow remit, a fully specified ticket queue or a big-fund brand around you.
• It also won’t suit you if your C++ experience is old, peripheral or disconnected from production ownership.
• The environment is young, the team is small and the work involves ambiguity. That is part of the appeal: you’ll have room to shape the system, the trading operation and your own path inside it.

📅 Interview Process | Introductory conversation > Technical deep dive > Architecture discussion > Final-stage leadership meeting

Click Apply and we can share more detail confidentially.

You must be eligible to work in the UK to be considered for this opportunity, unfortunately no sponsorship is available for this position