Description

Tailored individual total comp up to £500k+ including the option for bonus buyout/ sign-on

C++, Python, Algo Trading, Quant Finance, Low Latency, Linux

My client is a global quant investment manager. They run systematic strategies across multiple asset classes with a culture that balances academic rigor and pragmatic execution. Their engineering teams work directly alongside researchers building the platforms that power live trading, not maintaining legacy systems.

As a C++ Software Engineer, you'll be a key figure in developing and optimizing trading platforms and research infrastructure. Projects span systematic trading, data processing, and performance-critical applications. You will work closely with researchers, strategists, and engineers to design, implement, and maintain systems powering the firm's trading and investment strategies.

Locations: London, New York, Chicago

Requirements:

- Excellent C++ programming ability with proven experience working on highly distributed systems

- Extensive low latency/ high throughput experience

- Clear expertise in at least ONE of: SOR, Connectivity, Execution, Systematic Trading, Market Data

- Prior experience in algo trading, eTrading or market making

McGregor Boyall is an equal opportunity employer and do not discriminate on any grounds.