C++ Quantitative Developer - Proprietary Trading Firm

About the role

Develop and maintain low-latency trading and research infrastructure, including strategy frameworks, feature engines, and automated trading systems. Collaborate with quantitative researchers to implement and optimize strategies, while improving system performance, reliability, monitoring, and execution. A bachelor's or master's degree in computer science, mathematics, physics, or a related quantitative discipline is required, along with strong C++ skills and at least three years of experience building trading systems or other high-performance applications. Candidates should have experience with low-latency systems or quantitative research infrastructure, and be able to independently design complex components and collaborate effectively in a fast-paced trading environment.