C++ Developer

Noir; City Of London; Hybrid; GBP 90,000 - 130,000; Full time

Job summary

Noir Consulting in London is seeking a Trading Algorithm Strategist to join a global fintech team focused on sophisticated algorithmic execution across cash equities. You will develop and optimise high‑throughput, low‑latency trading software in a hybrid London role, collaborating with quants and developers to meet execution quality targets.

The role requires strong C++ skills with a background in algorithmic trading or electronic execution, Linux experience, and familiarity with market data

Qualifications

• Must-have: strong C++ programming and experience in algorithmic trading.
• Experience with cash equities and high‑performance systems is required.
• Familiarity with Linux, TCP/IP, UDP/Multicast and market data feeds is advantageous.

Responsibilities

• Design, develop and optimise high‑performance trading algorithms for cash equities.
• Collaborate with quantitative analysts and other engineers to translate requirements into efficient software.
• Ensure low latency, reliability and robust engineering in a distributed architecture.

Job description

Trading Algorithm Strategist – Cash Equities & Algorithmic Trading – London / Hybrid

(C++, Algorithmic Trading, Quantitative Trading Strategies, Cash Equities, Low-Latency Systems, High-Performance Computing, Smart Order Routing, Best Execution, Market Data, Order Execution, Linux, TCP/IP, UDP/Multicast, Python, Distributed Systems, Software Architecture, Performance Optimisation)

An exciting opportunity has arisen for a Trading Algorithm Strategist to join a global financial technology team responsible for developing sophisticated algorithmic execution solutions across the cash equities markets.

You will sit within a highly technical Algo Development team, working on the design, development and optimisation of high-performance trading algorithms that directly influence how institutional clients execute their orders. This is a hands‑on engineering position combining software development, quantitative analysis and financial markets, with a strong focus on performance, resilience and execution quality.

The role will involve developing and enhancing strategic algorithmic applications supporting capabilities such as Best Execution, Smart Order Routing (SOR), Centralised Risk Book (CRB) and Internal Order Book (IOB). You will work within a low‑latency, high‑throughput environment where milliseconds matter and where software architecture, performance optimisation and robust engineering are critical.

The ideal candidate will have strong C++ programming skills and proven experience within algorithmic trading, electronic execution or a closely related quantitative technology environment. You will have a deep understanding of financial markets and trading strategies, alongside strong analytical and problem‑solving skills. Experience with Linux, TCP/IP, UDP/Multicast, inter‑process communication, market data feeds, order execution or performance testing would be highly advantageous.

This is an opportunity to work closely with quantitative analysts, developers, business stakeholders and trading specialists, translating complex business and quantitative requirements into highly efficient technical solutions. You will also have the autonomy to propose technological improvements, contribute to architectural decisions and mentor other engineers across areas such as distributed architecture, design patterns and coding best practices.

You will join a compact, collaborative and globally distributed engineering team where hands‑on technical ability is genuinely valued. If you are an experienced C++ engineer with a passion for financial markets, quantitative trading and high‑performance systems, this is an opportunity to work on technology that sits directly at the heart of electronic equities execution.

Location: London / Hybrid

Salary: £90,000 – £130,000 + Bonus + Benefits

Applicants must have the right to work in the UK as sponsorship is not available.