Senior Software Engineer (C++)

Selby Jennings; City Of London; On-site; GBP 90,000 - 150,000; Full time

Job summary

Selby Jennings is seeking a C++ Software Engineer to build data and infrastructure platforms powering real-time trading, research, and decision-making across global markets. You will own critical components across the full development lifecycle, from architecture to production deployment, in a fast-paced environment.

You'll work with traders and quantitative researchers to deliver robust, low-latency systems, scale time-series processing, and evolve data infrastructure with streaming

Qualifications

• Experience building Linux-based distributed systems.
• Strong concurrency, multithreading and performance optimization.
• Experience working in high-throughput, latency-sensitive or real-time environments.
• Proven track record delivering production systems in fast-paced engineering teams.
• Excellent problem-solving and ability to work with end users and stakeholders.
• Experience with streaming technologies such as Kafka; Python and/or Java with C++.
• Knowledge of modern data architectures and large-scale data platforms.
• Exposure to derivatives or trading environments.

Responsibilities

• Design and develop high-performance C++ systems for market data and trading.
• Build scalable platforms for time-series data processing and distribution.
• Develop APIs and services for low-latency data access.
• Collaborate with traders and quantitative researchers to meet requirements.
• Improve system performance, reliability, and observability.
• Contribute to modern data infrastructure including streaming/distributed systems.
• Provide production system support and ensure operational excellence.

Skills

Linux systems

Concurrency

Multithreading

Real-time systems

Production deployments

Stakeholder communication

Financial markets

Kafka

Python

Java

Data architectures

Derivatives trading

Airflow

Dagster

Iceberg

Delta Lake

Tools

Kafka

Airflow

Delta Lake

Job description

A leading quantitative trading firm is looking to hire a C++ Software Engineer to help build the data and infrastructure platforms that power real-time trading, research, and decision-making across global markets.

This is an opportunity to work on highly scalable, performance-critical systems at the intersection of trading, market data, and distributed computing. You'll collaborate directly with traders, quantitative researchers, and fellow engineers to build software that processes and distributes large volumes of real-time and historical market data.

The Role

As a Software Engineer, you'll take ownership of critical components that underpin trading and research workflows across multiple asset classes. You'll be involved in the full development lifecycle, from architecture and design through to production deployment and optimisation.

Key responsibilities include:

• Designing and developing high-performance C++ systems for market data and trading applications.
• Building scalable platforms for processing and distributing large volumes of time-series data.
• Developing APIs and services that provide low-latency access to real-time and historical datasets.
• Working closely with trading and quantitative research teams to understand business requirements and deliver robust solutions.
• Improving system performance, reliability, scalability and observability.
• Contributing to the evolution of modern data infrastructure, including streaming and distributed systems.
• Supporting production systems and ensuring operational excellence across critical applications.

What We're Looking For

• Experience building Linux-based distributed systems.
• Strong understanding of concurrency, multithreading and performance optimisation.
• Experience working within high-throughput, latency-sensitive or real-time environments.
• Proven track record of delivering production systems in fast-paced engineering teams.
• Excellent problem-solving abilities and a desire to tackle technically challenging problems.
• Strong communication skills and an ability to work directly with end users and stakeholders.
• Financial markets, electronic trading, market data, exchange connectivity or quantitative research experience.
• Experience with Kafka or similar streaming technologies.
• Experience with Python and/or Java alongside C++.
• Knowledge of modern data architectures, data lakes and large-scale data platforms.
• Exposure to derivatives, options, fixed income, commodities, ETFs, digital assets or systematic trading environments.
• Experience with Airflow, Dagster, Apache Iceberg, Delta Lake or similar technologies.

Why Consider It?

• Direct interaction with traders and quantitative researchers.
• Greenfield and highly impactful engineering work.
• Large-scale distributed systems and real-time data challenges.
• Strong engineering culture with significant autonomy and ownership.
• Opportunity to work alongside some of the industry's strongest technologists.
• Competitive compensation and long-term career development.

This role is particularly well suited to C++ engineers from trading firms, market makers, hedge funds, exchanges, market data providers or tier-1 bank electronic trading teams who enjoy building high-performance systems that sit close to the trading process.