Software Engineer, C++

Aquatic Capital Management
Greater London, UK
10 days ago
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Role details

Contract type
Permanent contract
Employment type
Full-time (> 32 hours)
Experience level
Experienced
Experience required
2 years minimum
Compensation
ÂŁ150,000.0
Working hours
Regular working hours

Tech stack

Algorithmic Trading C++ (Programming Language) Linux Multithreading Information Technology Build Tools Data Delivery

Job description

Aquatic was founded with a shared passion for tackling some of the most complex challenges in one of the world’s most competitive arenas-global financial markets. From the very beginning, we have been driven by a deep commitment to applying cutting-edge scientific research and technological innovation to deliver unparalleled performance. Our journey is one of continuous growth and exploration, marked by a spirit of curiosity and relentless drive for excellence.

Aquatic Capital Management is seeking a C++ Software Engineer to join our Market Data team. In this role, you’ll build and maintain real-time market data infrastructure that delivers clean, reliable, and low-latency data to research and trading systems. You’ll work closely with researchers and technologists across the firm to ensure optimal system performance and data quality.

Role Details

  • Design and develop performant C++ applications to process real-time market data from global exchanges
  • Build tools that enable seamless, automated, and reproducible deployment of models into live trading environments
  • Enhance the performance, reliability, scalability, and throughput of real-time trading systems
  • Collaborate closely with quantitative researchers to improve the profitability and effectiveness of trading strategies
  • Work closely with strategy and trading desks to ensure alignment of data delivery with trading objectives

Technical Experience

  • 2+ years of professional experience writing high-performance C++ (C++14/17/20)
  • Deep understanding of market data, order books, and exchange microstructure
  • Strong familiarity with Linux systems programming, networking, and multithreading
  • Passion for clean, well-architected code and systems design
  • Bachelor’s degree in Computer Science, Engineering, or a related field; advanced degree a plus
  • Background in quantitative or systematic trading environments preferred
  • Involvement with systems tied to strategy performance or PnL outcomes would be nice to have

Candidate Qualities

  • Strong bias for action
  • Driven by accountability and internal urgency
  • Desire to independently seek best solutions
  • Preference for working in a team that focuses on delivering results aligned with Research goals
  • Comfortable providing and receiving actionable feedback in a collaborative team setting
  • Motivated by an ambitious environment and driven colleagues

The base salary for this role is anticipated to be between $150,000 and $300,000, which is based on information at the time of posting. This position may also be eligible for additional forms of compensation, such as a discretionary bonus, and benefits. Discretionary bonus can be a significant portion of total compensation. Actual compensation for successful candidates will be carefully determined based on a number of factors, including their unique skills, qualifications and relevant experience.

Benefits

  • Benefits: For full-time employees, fully paid medical, dental, and vision for employees and dependents, competitive 401k plan, employer-paid life & disability insurance
  • Perks: Wellness programs, casual dress, snacks, lunch, game room, team and company events
  • Development: Open environment to maximize learning and knowledge sharing
  • Time: Generous PTO, paid holidays, competitive paid caregiver leaves

This role represents a unique opportunity to join a quantitative investment manager in its early stage of growth. The firm’s culture will be shaped by collaboration, meritocracy, ambition, and calm determination.

Aquatic is a proud equal opportunity workplace. We do not discriminate based upon race, religion, color, national origin, sex, sexual orientation, gender identity/expression, age, status as a protected veteran, status as an individual with a disability, or any other applicable legally protected characteristics.

Requirements

  • 2+ years of professional experience writing high-performance C++ (C++14/17/20)
  • Deep understanding of market data, order books, and exchange microstructure
  • Strong familiarity with Linux systems programming, networking, and multithreading
  • Passion for clean, well-architected code and systems design
  • Bachelor’s degree in Computer Science, Engineering, or a related field; advanced degree a plus
  • Background in quantitative or systematic trading environments preferred
  • Involvement with systems tied to strategy performance or PnL outcomes would be nice to have

Candidate Qualities

  • Strong bias for action
  • Driven by accountability and internal urgency
  • Desire to independently seek best solutions
  • Preference for working in a team that focuses on delivering results aligned with Research goals
  • Comfortable providing and receiving actionable feedback in a collaborative team setting
  • Motivated by an ambitious environment and driven colleagues

The base salary for this role is anticipated to be between $150,000 and $300,000, which is based on information at the time of posting. This position may also be eligible for additional forms of compensation, such as a discretionary bonus, and benefits. Discretionary bonus can be a significant portion of total compensation. Actual compensation for successful candidates will be carefully determined based on a number of factors, including their unique skills, qualifications and relevant experience.

Benefits & conditions

  • Benefits: For full-time employees, fully paid medical, dental, and vision for employees and dependents, competitive 401k plan, employer-paid life & disability insurance
  • Perks: Wellness programs, casual dress, snacks, lunch, game room, team and company events
  • Development: Open environment to maximize learning and knowledge sharing
  • Time: Generous PTO, paid holidays, competitive paid caregiver leaves

This role represents a unique opportunity to join a quantitative investment manager in its early stage of growth. The firm’s culture will be shaped by collaboration, meritocracy, ambition, and calm determination.

About the company

Aquatic was founded with a shared passion for tackling some of the most complex challenges in one of the world’s most competitive arenas-global financial markets. From the very beginning, we have been driven by a deep commitment to applying cutting-edge scientific research and technological innovation to deliver unparalleled performance. Our journey is one of continuous growth and exploration, marked by a spirit of curiosity and relentless drive for excellence.

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