C++ Quantitative Developer

A leading global multi-strategy hedge fund is seeking a C++ Quantitative Developer to join a newly formed systematic equities investment team based in New York. This is a front-office role focused on the design, development and optimisation of high-performance trading infrastructure, supporting real-time signal generation and the implementation of systematic equity strategies., * Design and build a core C++ signal engine supporting real-time feature computation, alpha signal generation, position tracking and risk monitoring.

• Develop efficient data integration between production C++ systems and Python-based research workflows.
• Implement and optimise the publication of real-time alpha signals into shared execution infrastructure.
• Integrate trading systems with central market data feeds and execution platforms.
• Develop real-time risk checks, position monitoring, logging and alerting infrastructure.
• Optimise system latency and throughput through performance profiling, memory management, concurrent programming and network tuning.
• Work closely with quantitative researchers to translate Python prototypes into robust, production-grade C++ code.
• Build and maintain backtesting and exchange simulation infrastructure to support strategy validation.
• Apply AI-assisted development tools to improve development efficiency while maintaining code quality.
• Contribute to the architecture, reliability and ongoing enhancement of the team’s trading technology.

• At least 3 years of hands-on experience developing high-performance C++ server-side applications within a Linux environment.
• Strong understanding of real-time and event-driven architectures with demanding latency requirements.
• Proficiency in Python and working knowledge of Polars, Pandas, NumPy and the wider Python data ecosystem.
• Strong familiarity with Apache Arrow and columnar data formats for efficient cross-language interoperability.
• Strong understanding of network programming, Linux internals and systems optimisation.
• Experience consuming real-time market data feeds and integrating with execution platforms.
• Solid knowledge of data structures, algorithms and concurrent or multithreaded programming.
• Proficiency with Git, CI/CD, unit testing and software engineering best practices.
• Experience with AI-assisted coding tools and willingness to incorporate them into daily development workflows.
• Experience building trading systems within systematic equities or quantitative trading is advantageous.
• Experience in Finance minimum 1 year.
• Familiarity with equity market microstructure, low-latency optimisation, Rust, kdb+/q, analytical databases or cloud infrastructure is beneficial.
• Bachelor’s or Master’s degree in Computer Science, Mathematics, Physics, Engineering or a related quantitative discipline.