C++ Quantitative Developer - Delta One Trading Desk

Venture Search; New York (NY); On-site; USD 200,000 - 350,000; Full time

Job summary

A leading recruitment firm is looking for a Principal Consultant in New York to connect top-tier software engineering and quantitative talent to hedge funds and proprietary trading firms. Candidates should have 3+ years of experience in developing performance-critical C++ code and a background in numerical programming or high-performance computing. This full-time role involves enhancing trading strategies and collaborating closely with traders and quants. Competitive pay range of $200,000 - $350,000 per year is offered.

Qualifications

• 3+ years of industry experience in performance-critical code development.
• Strong background in numerical programming and high-performance computing (HPC).
• Experience leading technical initiatives preferred.

Responsibilities

• Enhance alpha generation by improving strategy development and research infrastructure.
• Analyze large-scale datasets to identify new signals.
• Implement and iterate on strategy ideas with rapid turnaround.

Skills

Performance-critical code development

Advanced C++ proficiency

Distributed systems design

Numerical programming

High-performance computing

C# or Python experience

Education

Bachelor’s degree in Computer Science

Master’s or PhD in related field

Job description

This range is provided by Venture Search. Your actual pay will be based on your skills and experience — talk with your recruiter to learn more.

Base pay range

$200,000.00/yr - $350,000.00/yr

Direct message the job poster from Venture Search

Principal Consultant – Connecting Top Tier Software Engineering & Quant talent to hedge funds and proprietary trading firms

We are seeking highly skilled engineers to join an elite Strategy Development team with a leading global prop trading firm. This role is computationally intensive and offers the opportunity to apply advanced data analysis and software engineering expertise in a fast-paced, results-driven environment.

As a member of this team, you will work closely with quants and traders at the forefront of the business to design, enhance, and evolve trading strategies. The ideal candidate has experience developing highly performance-sensitive systems and thrives in a collaborative, non-siloed environment that values merit, innovation, and technical excellence. You will collaborate with accomplished scientists and engineers with strong academic and professional backgrounds to solve complex, high-impact problems.

Responsibilities

• Enhance alpha generation by improving strategy development and research infrastructure
• Analyze and leverage large-scale datasets—including tens of petabytes of full-tick market data, strategy outputs, fundamentals, and other data sources—to identify new signals and understand market dynamics
• Implement and iterate on strategy ideas with rapid turnaround, seeing concepts move quickly from research into production

Qualifications

• 3+ years of progressive industry experience developing performance-critical code in C++
• Advanced proficiency in C++ is required
• Experience designing and working with distributed systems and microservice architectures
• Strong background in numerical programming and/or high-performance computing (HPC)
• Experience with C# or Python is a plus
• Prior experience leading technical initiatives or making architecture decisions is preferred
• Bachelor’s degree in Computer Science, Mathematics, or a closely related field required (Master’s or PhD strongly preferred)

Seniority level

Mid-Senior level

Employment type

Full-time

Job function

Capital Markets, Financial Services, and Investment Management

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