Selby Jennings
Senior Software Engineer (C++)
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A Leading Quantitative Trading Firm Seeks a C++ Software Engineer
A leading quantitative trading firm is looking to hire a C++ Software Engineer to help build the data and infrastructure platforms that power real-time trading, research, and decision-making across global markets.
This is an opportunity to work on highly scalable, performance-critical systems at the intersection of trading, market data, and distributed computing. You'll collaborate directly with traders, quantitative researchers, and fellow engineers to build software that processes and distributes large volumes of real-time and historical market data.
The Role
As a Software Engineer, you'll take ownership of critical components that underpin trading and research workflows across multiple asset classes. You'll be involved in the full development lifecycle, from architecture and design through to production deployment and optimisation.
Key responsibilities include:
- Designing and developing high-performance C++ systems for market data and trading applications.
- Building scalable platforms for processing and distributing large volumes of time-series data.
- Developing APIs and services that provide low-latency access to real-time and historical datasets.
- Working closely with trading and quantitative research teams to understand business requirements and deliver robust solutions.
- Improving system performance, reliability, scalability and observability.
- Contributing to the evolution of modern data infrastructure, including streaming and distributed systems.
- Supporting production systems and ensuring operational excellence across critical applications.
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What We're Looking For
- Strong commercial experience developing software in modern C++.
- Experience building Linux-based distributed systems.
- Strong understanding of concurrency, multithreading and performance optimisation.
- Experience working within high-throughput, latency-sensitive or real-time environments.
- Proven track record of delivering production systems in fast-paced engineering teams.
- Excellent problem-solving abilities and a desire to tackle technically challenging problems.
- Strong communication skills and an ability to work directly with end users and stakeholders.
Desirable Experience
- Financial markets, electronic trading, market data, exchange connectivity or quantitative research experience.
- Experience with Kafka or similar streaming technologies.
- Experience with Python and/or Java alongside C++.
- Knowledge of modern data architectures, data lakes and large-scale data platforms.
- Exposure to derivatives, options, fixed income, commodities, ETFs, digital assets or systematic trading environments.
- Experience with Airflow, Dagster, Apache Iceberg, Delta Lake or similar technologies.
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Why Consider It?
- Direct interaction with traders and quantitative researchers.
- Greenfield and highly impactful engineering work.
- Large-scale distributed systems and real-time data challenges.
- Strong engineering culture with significant autonomy and ownership.
- Opportunity to work alongside some of the industry's strongest technologists.
- Competitive compensation and long-term career development.
This role is particularly well suited to C++ engineers from trading firms, market makers, hedge funds, exchanges, market data providers or tier-1 bank electronic trading teams who enjoy building high-performance systems that sit close to the trading process.
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