Greenfield Systematic Trading Build | Founding C++ Engineers

Selby Jennings; Greater London; Hybrid; GBP 120,000 - 190,000; Full time

Job summary

Selby Jennings is recruiting founding C++ engineers for a greenfield systematic trading build in London. You will design and implement ultra-low-latency infrastructure powering a next-generation platform, including market data processing and exchange connectivity.

Collaborate with a hiring manager with expertise in HFT, kernel optimisation, and network infrastructure to shape architecture, tooling, and standards from day one.

Qualifications

• 2–15 years of C++ engineering experience in trading or performance-critical environments.
• Experience in HFT, electronic trading, market making, or latency-sensitive domains.
• Strong knowledge of Linux internals, multithreading, memory management, and performance optimization.

Responsibilities

• Design and build ultra-low-latency infrastructure powering the firm's next-generation trading platform.
• Develop market data handlers, feed processing, and normalisation pipelines.
• Create exchange connectivity, order gateways, and routing infrastructure.

Skills

C++ engineering

Low-latency systems

Linux internals

Multithreading

Performance optimisation

Job description

Greenfield Systematic Trading Build | Founding C++ Engineers

A leading multi-strategy hedge fund is making a substantial investment in systematic trading and is building a new C++ engineering team from first principles.

This is a genuine greenfield build: no legacy architecture, no inherited technical debt, and the opportunity to define the core trading infrastructure, engineering standards, and technology stack that will underpin the firm's systematic trading ambitions. You will work directly with a hiring manager whose background spans HFT, ultra-low-latency systems, kernel optimisation, network infrastructure, and exchange connectivity.

The Opportunity

You will be responsible for designing and building the performance-critical infrastructure that powers the firm's next-generation systematic trading platform, including:

• Ultra-low-latency trading and execution systems
• Market data handlers, feed processing, and normalisation pipelines
• Exchange connectivity, order gateways, and routing infrastructure
• High-performance distributed systems
• Event-driven architectures operating under strict latency constraints
• Performance-sensitive C++ components where microseconds directly impact outcomes

Requirements

• 2-15 years of C++ engineering experience in a trading or performance-critical environment
• Experience within HFT, electronic trading, market making, systematic trading, or other latency-sensitive domains
• Strong understanding of Linux internals, multithreading, concurrency, memory management, and performance optimisation
• Expertise in low-latency systems, kernel-level development, network optimisation, market data, or exchange connectivity
• Demonstrated tenure and track record within leading technology or quantitative trading organisations

Why Join?

• Join as a founding engineer in a newly established systematic trading technology function
• Build a platform from scratch rather than maintaining legacy systems
• Influence architecture, tooling, infrastructure, and engineering best practices from day one
• Direct impact on a major strategic growth area for the business

Highly competitive compensation package.