C++ Quant Developer – Rates Algo Trading

About the role

Develop and optimize high-performance, low-latency C++ trading systems and implement pricing, market-making, hedging, and execution strategies. Collaborate with traders and researchers to turn trading requirements into reliable production software, including market data processing, exchange connectivity, testing, and rollout. Candidates need strong hands-on C++ experience in electronic trading, including work on systems with sub-100-microsecond latency. Experience in at least two of market data, algorithmic strategy or hedging development, and order entry or exchange connectivity is required, along with production software ownership and the ability to work with front-office stakeholders; Rates experience is preferred.