Senior Low-Latency C++ Engineer for Quant Trading

Radley James; New York (NY); On-site; USD 180,000 - 280,000; Full time

Job summary

A quantitative hedge fund in New York is expanding and seeks a senior C++ developer to own core low-latency infrastructure at the intersection of research, backtesting, and live trading. You’ll architect and optimize high-performance C++ systems supporting market microstructure modeling, live analytics, and deployment across multi-asset strategies.

Ideal candidates have built high-performance C++ systems in HFT, execution, or quant research backgrounds and can integrate Python for research

Qualifications

• Senior C++ developer with low-latency focus.
• Experience in HFT, execution, or quant research platforms.
• Strong knowledge of market microstructure and latency optimization.

Responsibilities

• Architect and optimize high-performance C++ systems for trading.
• Contribute across research, backtesting, and production trading stacks.

Skills

C++ expert (C++17/20)

Trading systems / HFT experience

Market microstructure knowledge

Python for research integration

Job description

A quantitative hedge fund in New York is expanding and seeks a senior C++ developer to own core low-latency infrastructure at the intersection of research, backtesting, and live trading. You’ll architect and optimize high-performance C++ systems supporting market microstructure modeling, live analytics, and deployment across multi-asset strategies.

Ideal candidates have built high-performance C++ systems in HFT, execution, or quant research backgrounds and can integrate Python for research