Selby Jennings
Greenfield Systematic Trading Build | Founding C++ Engineers
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Greenfield Systematic Trading Build | Founding C++ Engineers
Greenfield Systematic Trading Build | Founding C++ Engineers
A leading multi-strategy hedge fund is making a substantial investment in systematic trading and is building a new C++ engineering team from first principles.
This is a genuine greenfield build: no legacy architecture, no inherited technical debt, and the opportunity to define the core trading infrastructure, engineering standards, and technology stack that will underpin the firm’s systematic trading ambitions. You will work directly with a hiring manager whose background spans HFT, ultra-low-latency systems, kernel optimisation, network infrastructure, and exchange connectivity.
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The Opportunity
You will be responsible for designing and building the performance-critical infrastructure that powers the firm’s next-generation systematic trading platform, including:
- Ultra-low-latency trading and execution systems
- Market data handlers, feed processing, and normalisation pipelines
- Exchange connectivity, order gateways, and routing infrastructure
- High-performance distributed systems
- Event-driven architectures operating under strict latency constraints
- Performance-sensitive C++ components where microseconds directly impact outcomes
Requirements
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- 2–15 years of C++ engineering experience in a trading or performance-critical environment
- Experience within:
- HFT (High-Frequency Trading)
- Electronic trading
- Market making
- Systematic trading
- Other latency-sensitive domains
- Strong understanding of:
- Linux internals
- Multithreading
- Concurrency
- Memory management
- Performance optimisation
- Expertise in:
- Low-latency systems
- Kernel-level development
- Network optimisation
- Market data
- Exchange connectivity
- Demonstrated tenure and track record within leading technology or quantitative trading organisations
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