C# .NET Engineer — Low-Latency Trading Systems

Hunter Bond; Greater London; On-site; GBP 90,000 - 130,000; Full time

Job summary

Hunter Bond in London is seeking a talented C# / .NET Software Engineer to join its technology team within a high-performing quantitative investment fund. You’ll design, develop and refine high-performance, low-latency software used across trading and research.

You’ll work alongside exceptional developers, quantitative researchers and traders, building robust distributed systems, real-time architectures and tools that underpin the firm’s trading capabilities.

Qualifications

• Strong commercial experience with C# and .NET.
• Degree in Computer Science, Mathematics, Engineering, Physics or related STEM field.
• Excellent understanding of object-oriented design, data structures and algorithms.
• Experience building high-performance or distributed systems.
• Strong knowledge of multithreading, concurrency and asynchronous programming.
• Interest in solving complex technical problems and writing clean, maintainable code.
• Experience in quantitative finance or trading environment advantageous but not essential.

Responsibilities

• Design, develop and improve high-performance, low-latency software.
• Build high-performance C# / .NET applications and services.
• Work within trading and research ecosystem with quantitative researchers and traders.
• Contribute to real-time, event-driven architectures.
• Develop distributed systems and messaging for trading infrastructure.
• Focus on performance optimisation and concurrency.

Skills

C# / .NET

Multithreading

Asynchronous programming

Distributed systems

Algorithms

Data structures

Clean code

Education

STEM degree

Job description

Hunter Bond in London is seeking a talented C# / .NET Software Engineer to join its technology team within a high-performing quantitative investment fund. You’ll design, develop and refine high-performance, low-latency software used across trading and research.

You’ll work alongside exceptional developers, quantitative researchers and traders, building robust distributed systems, real-time architectures and tools that underpin the firm’s trading capabilities.