C++ LL Quant Developer, Equities – London / Amsterdam

Oxford Knight; London; On-site; GBP 75,000 - 120,000; Full time

Job summary

A leading hedge fund seeks a C++ Quantitative Developer to design and implement high-performance trading systems. The role requires expertise in algorithm development and a strong background in financial markets, promising a challenging environment with market-leading compensation.

Qualifications

• 5+ years of experience in financial services as a senior contributor.
• Expertise in C++ with experience in high-frequency trading and market-making.
• Strong understanding of low-latency systems and Linux internals.

Responsibilities

• Develop execution algorithms and order management systems.
• Optimize overall execution performance with trading teams.
• Create tools for trading simulations and data analysis.

Skills

C++

Data Structures

Algorithms

Multithreading

Low-Latency System Design

Financial Markets Knowledge

Python

Job description

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C++ LL Quant Developer, Equities – London / Amsterdam, London

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Client:

Oxford Knight

Location:

London, United Kingdom

Job Category:

Other

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EU work permit required:

Yes

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Job Reference:

1255cdde9ec5

Job Views:

4

Posted:

29.06.2025

Expiry Date:

13.08.2025

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Job Description:

This is a top-tier global hedge fund with a strong commitment to leveraging innovations in technology and data science to solve complex problems for the business.

Now looking for a Quantitative Developer to join the team who is passionate about designing, architecting, and implementing low-latency C++ systems that are not only robust, resilient, and accurate, but also exceptionally fast. You’ll work directly with the firm’s central trading teams. By constructing and maintaining this high-performance infrastructure used by these teams, you will enable new trading opportunities across businesses and regions, allowing the best possible execution performance.

Job Duties

• Development of execution algorithms, order management systems, strategy containers, connectivity, and messaging systems.
• Work directly with central trading teams to optimize the firm’s overall execution performance.
• Enhance the platform’s efficiency by utilizing network and systems programming, along with other advanced techniques to reduce latency.
• Create systems, interfaces, and tools for historical market data and trading simulations to boost research productivity and system testability.
• Assist in building and maintaining automated tests, performance benchmark framework, and other tools
• Collaborate closely with trading teams to gather requirements and develop solutions in a fast-paced environment.

Qualifications

• 5+ years of professional experience in a front-office, financial services environment as a senior contributor.
• 10+ years’ cumulative professional experience. Strong preference for candidates with experience in proprietary finance, high-frequency trading (HFT) and/or market-making.
• Strong background in data structures, algorithms, and object-oriented programming in C++, including: Proficiency with new features of C++17 and C++20Proficiency with multithreading and asynchronous environments
• Strong understanding of low-latency and real-time system design and implementation
• Strong understanding of Linux system internals and networking
• Strong financial experience across multiple asset classes, with a focus on real-time low-latency trading systems for equities and futures
• Familiarity with python for quantitative research and data-oriented processing
• Familiarity with analysis of execution algorithm performance

Salary:Variable – they are market leaders in compensation and pay talent based on technical ability and what they deserve. They do not base offers on your current earnings or average pay for years of experience.