C++ Software Engineer - Outside IR35 - Up to £700 per day

Hunter Bond; Greater London; Hybrid; GBP 92,000 - 148,000; Full time

Job summary

Hunter Bond is seeking a C++ Software Engineer for a London-based hybrid role on a long-term rolling contract. You will architect and implement low-latency systems for real-time market data, collaborating with PMs, traders and risk teams to ensure robust performance.

The role emphasises leadership and cross-team coordination in a fast-paced financial tech environment. You should bring deep C++ expertise, strong Linux and networking knowledge, and experience with cloud platforms and data services

Qualifications

• Proficient in modern C++ with templates and OO design.
• Extensive experience in low-latency, real-time market data systems.
• Financial markets experience across multiple asset classes.
• Deep knowledge of DMA and trading protocols and market data focus.
• Experience building and managing large-scale market data systems on‑prem and cloud.
• Strong Linux, networking and CPU optimisation knowledge.
• Proficient in Java and Python; familiarity with AWS/GCP and containers.

Responsibilities

• Architecture and implementation of low latency C++ systems to support Quant Trading.
• Collaborate with hardware and software teams to build real‑time market data processing.
• Define, implement and monitor SLAs, policies and metrics for the area.
• Develop tools for historical market data simulations to boost research productivity.
• Build and maintain automated test and bench market framework, risk management and performance tracking.

Skills

C++

Low-latency design

Financial markets

DMA & trading protocols

Linux internals

Java / Python

Cloud platforms

Tools

Docker/Podman

AWS

GCP

Bloomberg

Reuters

FactSet

Job description

C++ Software Engineer - Outside IR35 Contract

London, UK

Long-Term Engagement on a Rolling Contract

Hybrid Working

We have partnered with a leading Technology Firm who are looking to add a Software Engineer with skills on C++ to their Market Data team! The succesful candidate will have experience in Financial Markets Technology and realtime market data expertise. It's a Front Office position so you must be comfortable speaking with Portfolio Managers, Traders, C-Suite etc...

Responsibilities will include :

• Architecture and Implementation of Low Latency C++ systems (robust, resilient, accurate, stable and fast) - by doing this you will position the client as a leader in Quant Trading.
• Work alongside hardware and software teams to build realtime market data processing.
• Define, implement and enforce SLAs, policies and metrics to monitor the area.
• Develop Systems, Interfaces and tools to historical market data simulations to increase research productivity.
• Build and maintain automated test and bench market framework, risk management, performance tracking etc...

Required Skills :

• Strong C++ expertise (OOP, data structures, algorithms; modern C++ and templates a plus)
• Solid financial markets experience across multiple asset classes
• Deep knowledge of low-latency, real-time system design and trading protocols (DMA, market data focus)
• Extensive experience building and managing large-scale market data systems (Bloomberg, Reuters, FactSet; on-prem & cloud)
• Strong understanding of Linux internals, networking, and CPU architecture optimization
• Proficient in additional languages (e.g., Java, Python), cloud platforms (AWS/GCP), and containers (Docker/Podman); excellent communication and leadership skills