C++ Engineer - Quant Trading

We are partnering with a leading buy-side investment firm seeking a highly skilled C++ Engineer to join their front-office trading technology team. This role will focus on building and enhancing low-latency trading infrastructure, market connectivity, and real-time market data systems that directly support trading and investment activities across global markets., * Design, develop, and maintain high-performance C++ applications supporting electronic trading and market data platforms.

• Build and support low-latency exchange connectivity and market access solutions across multiple venues and asset classes.
• Develop and optimise real-time market data systems, including feed handlers, normalisation layers, and data distribution services.
• Work closely with traders and quantitative teams to improve trading infrastructure performance, reliability, and scalability.
• Enhance trading platform resiliency, monitoring, and operational tooling across Linux-based environments.
• Contribute to the architecture and optimisation of high-throughput distributed systems.
• Participate in troubleshooting and performance analysis of latency-sensitive production systems.
• Support automation initiatives and tooling using Python where appropriate.

• Strong commercial experience developing in modern C++ within a trading, market data, or low-latency systems environment.
• Solid Python skills for scripting, tooling, automation, or operational support tasks.
• Deep understanding of Linux systems engineering and performance tuning.
• Experience working with:
• Real-time market data feeds
• Exchange connectivity and order routing
• TCP/UDP multicast networking
• Low-latency or high-throughput systems
• Strong knowledge of multithreaded and concurrent programming concepts.
• Experience debugging and optimising production systems in mission-critical environments.
• Strong understanding of distributed systems, networking, and systems architecture.
• Excellent problem-solving skills with the ability to work effectively in a fast-paced front-office environment.

Desirable Experience

• Exposure to buy-side trading environments, systematic trading, or electronic execution platforms.
• Experience with market protocols such as FIX, OUCH, ITCH, or binary exchange protocols.
• Familiarity with tick plant architecture and time-series data systems.
• Knowledge of performance profiling, kernel bypass networking, or hardware acceleration techniques.
• Experience working with cloud or containerised infrastructure is beneficial.
• Understanding of Equities, Futures, FX, or Derivatives markets would be advantageous.