C++ Quant Developer - Systematic Quant Trading Fund
radley jamesGlens Falls (NY)
C++ Quant Developer - Systematic Quant Trading Fund
Posted today
radley jamesGlens Falls (NY)
SENIORITY
Senior
About the role
Low Latency Quantitative Developer – Systematic & Quantitative Trading
Location: New York / London / Singapore / California
A leading global investment firm specialising in systematic and quantitative trading is seeking a Low Latency Quantitative Developer to join its Core team. The team is responsible for building and optimising the firm’s low-latency trading and research infrastructure, supporting high-performance systems across global markets. As a Low Latency Quantitative Developer, you will: Build and enhance low-latency trading infrastructure. Develop high-throughput research systems and tooling. Improve testing, deployment, and monitoring frameworks. Optimise geographically distributed networking capabilities. Work on highly performant systems within a collaborative front-office environment.
Key Requirements:
- BS/MS/PhD in Computer Science or equivalent. 1-3 years of experience (open for graduates)
- Strong programming experience in C++ and Python.
- Strong systems fundamentals (OS, networking, compilers, etc.).
- Comfortable working within GNU/Linux environments.
- Strong critical thinking and communication skills.
- This opportunity offers highly competitive compensation and the chance to work on cutting-edge low-latency systems alongside some of the industry’s leading engineering and quantitative talent.
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