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Oxford Knight is collaborating with world-leading quantitative trading firms to hire exceptional C++ engineers for performance-critical trading teams. You will work across market data, connectivity, execution, order books, and real-time risk infrastructure to push latency, throughput, and reliability to new levels.
The role spans the stack—from application code to OS and kernel considerations—with ownership of systems running live in production.
I’m working with several of the world’s leading quantitative trading firms and market makers looking to hire exceptional C++ engineers into performance-critical trading teams.
These are engineering environments where performance genuinely matters. Depending on the team, you could be working across market data, exchange connectivity, execution, order books, real-time risk or the core infrastructure underpinning automated trading.
The problems span the entire stack: application code, operating systems, networking and modern CPU architecture. Current teams across the market are working on systems processing enormous volumes of real-time market data while continuously pushing latency, throughput and reliability.
Trading experience is useful but absolutely not essential. Some of my clients actively like engineers coming from highly technical environments outside finance.
These firms offer some of the strongest engineering problems and compensation available anywhere in software.
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