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# C++ Quantitative Developer - HFT - Global Hedge Fund

- **Company:** BONHILL, INC.
- **Location:** New York, NY, United States
- **Contract:** Permanent contract
- **Skills:** Algorithmic Trading, Amazon Web Services, Bash Shell, C++ (Programming Language), Cloud Computing, Data Sharing, Data Structures, Linux, Distributed Systems, High-Frequency Trading, Python (Programming Language), Machine Learning, Object-Oriented Software Development, Data Analytics
- **Published:** August 20, 2026
- **Apply:** https://www.efinancialcareers.com/jobs-United_States-New_York-C_Quantitative_Developer_-_HFT_-_Global_Hedge_Fund.id24313045

## About the Role

C++ Quantitative Developer - High-Frequency Trading | Global Hedge Fund Bonhill Partners are supporting a leading global hedge fund in their search for a C++ Quantitative Developer to join their High-Frequency Trading (HFT) team. This is a unique opportunity to work at the cutting edge of quantitative trading, leveraging your expertise to optimize performance in a fast-paced, data-driven environment. Key Responsibilities: Design and implement a low-latency, high-frequency trading platform, handling real-time market data and executing trades globally. Contribute to the development of a research platform. Optimize parallel computation problems, ensuring efficient data sharing across distributed systems. Enhance the computational efficiency of machine learning algorithms. Key Requirements: Strong experience in C++ and proficiency in Python. Deep understanding of data structures, algorithms, and object-oriented programming. Familiarity with cloud computing frameworks (AWS, GCP, or
similar) is a plus. Linux and Bash scripting expertise. Experience with Go and Rust is advantageous. Exceptional problem-solving skills and a detail-oriented mindset. This is an exciting chance to join a top-tier hedge fund at the forefront of algorithmic trading and quantitative research. If you're interested, please apply. Looking forward to connecting!



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