Senior C++ Engineer

La Fosse; Southwestern Ontario; Hybrid; GBP 90,000 - 120,000; Full time

Job summary

La Fosse in the United Kingdom is seeking a Senior C++ Engineer to join a small, high performing team responsible for a global derivatives algorithmic trading platform. You will work with quants, traders and technologists to enhance low-latency trading technology.

The role involves exchange connectivity, trading strategy implementation and platform reliability, with 3 days onsite in Waterloo as part of hybrid working.

Qualifications

• 5+ years post-graduation professional C++ development in the financial industry.
• Strong knowledge of parallel, asynchronous, and multithreaded programming to build distributed systems.
• Good knowledge of algorithms and data structures.
• Strong analytical and problem-solving skills, with the ability to analyze complex data sets and propose innovative solutions.
• Understanding of trading lifecycle, including order capture & execution, allocation workflow, settlement, and compliance requirements.
• Must have strong technical skills in scripting, Python, PowerShell, C#, SQL or other programming languages.
• Solid track record in application deployment best practices.
• Proactive system monitoring and troubleshooting, owning reliability improvements and ensuring their successful delivery.

Responsibilities

• Build and optimize a global derivatives algorithmic trading platform.
• Develop exchange connectivity, trading strategies, and platform reliability.
• Improve monitoring and observability with the Trading Operations team.
• Investigate production issues and performance bottlenecks.
• Prepare releases and deployments of trading engine versions.

Skills

C++

Parallel programming

Multithreading

Python

PowerShell

C#

SQL

Distributed systems

Tools

Exchange SDKs

Job description

• Hybrid Working: 3 days onsite in Waterloo
• Length: 9+ Months initial contract

As a Senior C++ Engineer, you will be a member of a small, high performing team responsible for global derivatives algorithmic trading platform. Working closely with technologists, quants and traders to develop our in-house trading technology and optimise it to achieve market-leading performance and reliability.

Our proprietary trading platform includes everything from venue connectivity (feed handlers and ordering gateways) to trading engines to shared platforms that enable us to work quickly and efficiently. We are proud of our open and collaborative culture, so you'll have plenty of opportunity to find what fits you best.

What You'll Be Working On

You will play a key role in building and optimizing a global derivatives algorithmic trading platform, contributing across exchange connectivity, trading strategy implementation, platform reliability, and performance engineering. Working closely with traders, quants, technologists and Trading Operations, you will help deliver high-performance trading systems capable of operating in demanding, low-latency environments.

Key Responsibilities

Exchange Connectivity

• Write software that communicates with exchanges through their APIs, receiving market data and sending orders over the network in different protocols, such as FIX, WebSocket or HTTP requests.
• Ensure quality of software based on a set of testing suites, which you are expected to use, maintain and extend.
• Optimize exchange communication through kernel bypass, optimizing TLS or the connection handling to an exchange.
• Research exchange behaviour in detail to align our behaviour to that of an exchange.
• Implement these solutions using the provided exchange SDKs in different languages such as C++, Rust, Python and Typescript.

Trading Strategies

• Implement trading algorithms based on requirements provided by traders and quants.
• Acquire and develop the necessary trading knowledge to successfully translate the requirements into actual software implementation.
• Continuously improve the stability, reliability, and performance of the trading engine.
• Enhance monitoring and observability in collaboration with the Trading Operations team.
• Investigate and resolve production issues such as crashes, unexpected business logic behaviour, and performance bottlenecks.
• Prepare for releases and deployments of new trading engine versions.

Key Skills and Experience Required

• 5+ years post-graduation professional C++ software development experience within the Financial industry.
• Solid understanding of parallel, asynchronous, and multithreaded programming to build distributed systems.
• Good knowledge of algorithms and data structures.
• Strong analytical and problem-solving skills, with the ability to analyze complex data sets and propose innovative solutions.
• Understanding of trading lifecycle, including order capture & execution, allocation workflow, settlement, and compliance requirements.
• Must have strong technical skills in scripting, Python, PowerShell, C#, SQL or other programming languages.
• Solid track record in application deployment best practices.
• Proactive system monitoring and troubleshooting, owning reliability improvements and ensuring their successful delivery.

Soft Skills

• Excellent communication skills to interact with traders, developers, and stakeholders.
• Thrives in high-pressure situations while working alongside traders, developers and other engineering teams.
• Proactive, self-motivated, and flexible with a positive attitude.
• Ability to work under demanding deadlines with changing priorities in a trading room environment.
• Ambition to solve open-ended problems using analytical methods.