C++ Software Engineer

Durlston Partners; Abu Dhabi; On-site; AED 300,000 - 580,000; Full time

Job summary

Durlston Partners is recruiting exceptional C++ engineers to join its core engineering team, focusing on designing performance-critical systems at the heart of the trading stack.

You will optimise latency, memory usage and system performance, build highly concurrent and distributed systems, and work closely with quantitative researchers and trading teams to improve core trading infrastructure, taking ownership from design through to production.

Qualifications

• Strong CS fundamentals and algorithms.
• Experience with multithreading and concurrency.
• Background in high-performance or scalable systems.
• HFT/quant trading background beneficial but not required.

Responsibilities

• Design high-performance, low-latency C++ systems.
• Optimise latency, memory usage and performance.
• Build highly concurrent and distributed systems.
• Collaborate with researchers and trading teams.
• Own systems from design to production.

Skills

Data structures

Algorithms

Multithreading

Performance optimization

Scalable systems

Education

Bachelor's degree in CS/Math/Engineering

Job description

Durlston Partners is working with a leading quantitative trading firm looking to hire exceptional C++ engineers to join its core engineering team.

You'll work on performance-critical systems at the heart of the trading stack, solving complex engineering problems where latency, throughput and reliability matter.

What you'll be working on:

• Designing and developing high-performance, low-latency systems in modern C++
• Optimising latency, memory usage and system performance
• Building highly concurrent and distributed systems
• Working closely with quantitative researchers and trading teams
• Improving the performance and scalability of core trading infrastructure
• Taking ownership of systems from design through to production

What we're looking for:

• Excellent understanding of data structures, algorithms and computer science fundamentals
• Experience with multithreading, concurrency and performance optimisation
• Experience building performance-sensitive or highly scalable systems
• Background in HFT, quantitative trading or financial markets is beneficial, but not essential
• Strong academic background in Computer Science, Mathematics, Engineering or a related technical discipline

We're interested in engineers from both trading and high-performance technology environments. If you've worked on complex, performance-critical C++ systems and are interested in moving closer to quantitative trading, we'd be keen to speak.