C++ Developers (Systematic Trading)

Job Title: C++ Developers (Systematic Trading)
Contract Type: Permanent
Location: New York, USA
Salary: Negotiable
REF: 908769_1518685847
Contact Name: Nick Derewlany
Contact Email:
Job Published: 10 months ago

Job Description

My client, a leading systematic fund, is looking for strong C++ Developers to join their New York Office. I have positions in systematic trading teams and also in the core infrastructure team. Candidates will work on leading the development of robust and scalable systematic investing technology. Low latency and HFT experience a plus, as is Futures and Currencies product knowledge. Strong C++ programming essential and an MSc or PhD in Computer Science or other numerate discipline.


Candidate will lead the system-wide design and build-out of a quantitative futures and currencies portfolio focused on high- and mid-frequency signals and strategies. An ideal candidate would possess a passion for technology; have a desire to take ownership of their work; and be able to work both independently and collaboratively to maximize team throughput. The responsibilities would include:

  • Building high-performance/low-latency components for both live trading and simulation
  • Refining, and increasing automation and robustness of the research infrastructure including alpha estimation, risk modeling, and backtesting components
  • Efficient storage and access scheme for data and reference data across all frequencies, including microstructure data
  • Researching and implementing performance analytics, including signal performance and post-trade analytics (e.g. slippage, fill-rate, and market impact reports)
  • Achieving trading system robustness through automated reconciliation and system-wide alerts and fuses

This is an opportunity to leverage the growth potential of a small team as a senior member. The role offers the candidate an opportunity to achieve a desired career trajectory based not only on their core expertise but also on their preferred areas of growth.


  • The position mandates a highly skilled technologist with reasonable quantitative skills
  • A Masters in Computer Science or a quantitative discipline, and at least 3 years of industry experience in a quantitative business is required (must include working on high-frequency/low-latency technology)
  • Candidate must have broad knowledge and experience with performance tradeoffs for common hardware and technology decisions
  • The trading platform requires strong C++ skills, and some experience in Python. Knowledge of R is preferred.
  • Given the nature of trading, experience in futures and currencies would be preferred.