Lead Trading Systems Engineer | C++ | Systematic Hedge Fund

J K Barnes; New York (NY); On-site; USD 180,000 - 300,000; Full time

Job summary

J K Barnes, in partnership with an established systematic hedge fund, seeks a hands-on technical leader to design, build and scale its order management and trading infrastructure across asset classes and frequencies. You will work with the CEO and CTO to shape architecture and lead meaningful greenfield development.

This role blends architectural decision-making with substantial hands-on coding in C++, with experience in backtesting or execution simulation a plus.

Qualifications

• Strong production C++ expertise and a track record of building and scaling order management or trading systems.
• Ability to explain architecture choices, trade-offs and what was delivered.
• Experience building backtesting engines, research infrastructure or execution simulation is relevant.
• Depth in fixed income, futures or options.
• Hedge fund or prop trading backgrounds welcomed; seniority possible.

Responsibilities

• Design and build OMS and trading infrastructure supporting an expanding systematic business.
• Solve engineering challenges across fixed income, futures and options.
• Scale systems across medium- and higher-frequency trading.
• Bring research, simulation and production trading requirements into architectural decisions.
• Combine technical leadership with substantial hands-on development.

Skills

C++ development

Trading systems

OMS design

Backtesting engines

Execution simulation

Systems scaling

Hedge fund experience

Job description

You have built trading systems that work. This is an opportunity to shape how an expanding systematic investment platform trades next.

J K Barnes is partnering with an established systematic hedge fund seeking a hands-on technical leader to build and scale its order management and trading infrastructure across asset classes and trading frequencies.

Working closely with the CEO and CTO, you will help define the architecture, make consequential engineering decisions and remain directly involved in implementation. The remit includes greenfield development as the firm expands its multi-asset capabilities.

The opportunity

• Design and build OMS and trading infrastructure supporting an expanding systematic business.
• Solve engineering challenges across fixed income, futures and options.
• Help scale systems across medium- and higher-frequency trading.
• Bring research, simulation and production trading requirements into architectural decisions.
• Combine technical leadership with substantial hands‑on development.

The experience that matters

You will have strong production C++ expertise and a track record of personally building and scaling order management or trading systems. You should be comfortable explaining the architecture you chose, the trade-offs you made and what you delivered.

Experience building backtesting engines, research infrastructure or execution simulation is particularly relevant, alongside depth in 1 or more of fixed income, futures or options.

Hedge fund, proprietary trading and market-making backgrounds are welcome. Exceptional sell-side engineers with directly relevant systems experience will also be considered.

This could suit a senior or principal engineer ready for broader technical ownership, or an established technical lead who wants to remain close to the code. Meaningful office presence is important given the collaboration with senior leadership.

The attraction is scope:

Influence over architecture, direct engagement with the firm’s leadership and the opportunity to build infrastructure that supports its next stage of trading expansion.