Quantitative Developer/Trading Systems Engineer, Systematic Macro

United States Digital Space LLC; Greater London; On-site; GBP 120,000 - 180,000; Full time

Job summary

United States Digital Space LLC in London seeks an experienced Quantitative Trading Systems Engineer to build and maintain production C++ trading systems, spanning market data ingestion to order execution across Futures, FX, and Fixed Income.

You will work closely with the Senior Portfolio Manager to design real-time, high-performance infrastructure, production integration, deployment, monitoring, and live trading support, interfacing with central technology teams to leverage shared services.

Qualifications

• Bachelor's degree in a quantitative field; Master/PhD preferred.
• 5+ years building production systems in electronic trading environments.
• Strong C++ skills in a performance-critical, low-latency context.
• Deep understanding of concurrent, real-time systems design.
• Strong Linux development experience.
• Familiarity with monitoring, controls, and production support in front-office settings.

Responsibilities

• Build the team’s C++ latency-sensitive trading systems from market data ingestion to order execution.
• Productionise performance-critical signal computation within the trading systems.
• Build the supporting research infrastructure, including replay and data management.
• Support execution-related workflows across systematic strategies in Futures, FX, and Fixed Income.
• Specify the team’s performance and infrastructure requirements to central technology teams and work with them to deliver.
• Partner with broader technology teams to leverage shared platforms and services for execution, risk, data and monitoring.
• Implement and maintain team-level trading controls and ensure integration with the firm’s trading control framework.

Skills

C++

Low-latency systems

Linux development

Production trading systems

Concurrent real-time design

Software engineering fundamentals

Education

Bachelor's degree

Master's or PhD preferred

Tools

Git/version control

Monitoring/production support tools

Job description

Location: London

Role Overview

A collaborative and entrepreneurial systematic investment team is seeking an experienced Quantitative Trading Systems Engineer to join its Systematic Macro trading team. This role focuses on building the C++ trading systems that underpin live systematic trading across global markets. Working closely with the Senior Portfolio Manager, you will build and maintain the pod’s low-latency trading infrastructure across Futures, FX, and Fixed Income. The successful candidate will join the systematic macro pod to build the real-time, performance-critical C++ infrastructure that runs the team’s trading — from the production alpha infrastructure through to execution. The role also focuses on production integration, deployment, monitoring, and live trading support, and on liaising with central technology teams to leverage the firm’s existing data and execution services.

Principal Responsibilities

• Build the team’s C++ latency-sensitive trading systems from market data ingestion to order execution
• Productionise performance-critical signal computation within the trading systems
• Build the supporting research infrastructure, including replay and data management
• Support execution-related workflows across systematic strategies in Futures, FX, and Fixed Income
• Specify the team’s performance and infrastructure requirements to central technology teams and work with them to deliver
• Partner with broader technology teams to make effective use of the firm’s shared platforms and services — execution, risk, portfolio management, data, and monitoring
• Implement and maintain team-level trading controls and support live production processes, while ensuring appropriate integration with the firm’s broader trading control framework

Preferred Technical Skills & Experience

• 5+ years building production systems in an electronic trading environment in futures, FX, and/or fixed income products
• Strong C++ in a performance-critical, low-latency context (primary language for this role)
• Experience building production trading systems and market-data/order-entry components
• Deep understanding of concurrent, real-time systems design
• Strong software engineering fundamentals, including testing, version control, and code quality
• Strong Linux development experience
• Familiarity with monitoring, controls, and production support in a front-office setting is advantageous
• Experience working with shared internal services, APIs, or established platform infrastructure is highly valuable

Highly Valued Experience

• Experience in low-latency execution or algorithmic trading systems development
• Understanding of systematic trading strategies and front-office trading workflows
• Experience supporting live trading processes, production controls, and operational robustness in systematic trading
• Experience working within a larger institutional technology environment and integrating with shared internal platforms

Qualifications

• Bachelor’s degree required; Master’s or PhD preferred in Computer Science, Engineering, Physics, Mathematics, Statistics, or a related quantitative discipline
• Excellent problem-solving ability and attention to detail
• Strong ownership and ability to work independently
• Clear communicator with a collaborative approach
• Comfortable operating in a fast-paced, production-facing environment
• Calm and effective when responding to issues during trading hours

Target Start Date: As soon as possible