Senior C++ Developer | HFT Trading Systems

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

Job summary

Selby Jennings is seeking a highly skilled C++ engineer for a leading global investment firm’s systematic technology group. You will design and build low-latency trading components and supporting infrastructure, focusing on performance, reliability, and scalability across live trading and strategy development.

You will collaborate with quantitative researchers, PMs, and traders, optimize exchange connectivity and OMS, and contribute to greenfield projects while embracing modern languages

Qualifications

• Strong grounding in algorithms, data structures, and distributed systems.

Responsibilities

• Design and develop low latency trading components and supporting infrastructure with emphasis on performance, reliability, and scalability.

Skills

C++ (20/23)

Python

Rust

Algorithms

Data structures

Distributed systems

Linux

Networking

CI/CD

Testing

Communication

Tools

Kubernetes

Docker

Job description

Our client is a leading global investment firm with a strong focus on systematic strategies, operating at scale across multiple markets. Their technology function sits at the core of the business, partnering closely with researchers and portfolio managers to deliver cutting-edge trading infrastructure. As they continue to invest heavily in their platform, they are looking to bring in highly skilled C++ engineers to join their systematic technology group.

This team is focused on building next-generation low latency, high availability research and trading systems, supporting both live trading and strategy development.

Key Responsibilities

• Design & Development: Architect, build, and optimise low latency trading components and supporting infrastructure, with a strong emphasis on performance, reliability, and scalability.
• Market Access: Develop and maintain exchange connectivity across global venues. Work on order management systems (OMS), including order routing, risk controls, and real-time state handling.
• Performance Tuning: Profile, benchmark, and continually refine systems to achieve ultra-low latency and high throughput.
• Collaboration: Partner closely with quantitative researchers, systematic PMs, traders, and other engineers to deliver robust, production-ready solutions.
• Reliability: Maintain high availability and resilience across trading systems, including involvement in on-call support where required.
• Greenfield build out: Contribute to the evolution of the platform by evaluating new technologies and implementing best practices to keep the stack competitive.

Required Skills & Experience

• Strong grounding in algorithms, data structures, distributed systems, and software design principles.
• Expert-level C++ (modern standards such as C++20/23), alongside experience with Python and/or other modern languages (e.g. Rust).
• Proven experience building and optimising low latency, high throughput systems within a production trading environment.
• Solid understanding of networking (TCP/UDP, multicast), Linux systems programming, and performance profiling tools.
• Familiarity with testing frameworks, CI/CD pipelines, and approaches for designing robust, fault-tolerant systems.
• Strong communication skills, with the ability to operate effectively in a fast-paced, globally distributed team.

Preferred Qualifications

• Background working on systematic or algorithmic trading systems within a hedge fund, proprietary trading firm, or investment bank.
• Exposure to hardware acceleration concepts (FPGA, kernel bypass, RDMA) and ultra-low latency networking stacks.
• Experience with cloud-native tooling and containerisation (e.g. Kubernetes, Docker) in hybrid environments.