C++ Quantitative Developer

A leading global multi-strategy hedge fund is seeking a C++ Quantitative Developer to join a newly formed systematic equities investment team based in New York. This is a front-office role focused on the design, development and optimisation of high-performance trading infrastructure, supporting real-time signal generation and the implementation of systematic equity strategies.

This position offers direct exposure to the Portfolio Manager and quantitative researchers, alongside the opportunity to shape the team's technology stack from day one. The successful candidate will play a key role in translating research into production-ready systems, building core signal infrastructure and improving performance within a fast-paced environment where technical rigour and close collaboration are highly valued.

Key Responsibilities

• Design and build a core C++ signal engine supporting real-time feature computation, alpha signal generation, position tracking and risk monitoring.
• Develop efficient data integration between production C++ systems and Python-based research workflows.
• Implement and optimise the publication of real-time alpha signals into shared execution infrastructure.
• Integrate trading systems with central market data feeds and execution platforms.
• Develop real-time risk checks, position monitoring, logging and alerting infrastructure.
• Optimise system latency and throughput through performance profiling, memory management, concurrent programming and network tuning.
• Work closely with quantitative researchers to translate Python prototypes into robust, production-grade C++ code.
• Build and maintain backtesting and exchange simulation infrastructure to support strategy validation.
• Apply AI-assisted development tools to improve development efficiency while maintaining code quality.
• Contribute to the architecture, reliability and ongoing enhancement of the team's trading technology.

Requirements

• At least 3 years of hands-on experience developing high-performance C++ server-side applications within a Linux environment.
• Strong understanding of real-time and event-driven architectures with demanding latency requirements.
• Proficiency in Python and working knowledge of Polars, Pandas, NumPy and the wider Python data ecosystem.
• Strong familiarity with Apache Arrow and columnar data formats for efficient cross-language interoperability.
• Strong understanding of network programming, Linux internals and systems optimisation.
• Experience consuming real-time market data feeds and integrating with execution platforms.
• Solid knowledge of data structures, algorithms and concurrent or multithreaded programming.
• Proficiency with Git, CI/CD, unit testing and software engineering best practices.
• Experience with AI-assisted coding tools and willingness to incorporate them into daily development workflows.
• Experience building trading systems within systematic equities or quantitative trading is advantageous.
• Experience in Finance minimum 1 year.
• Familiarity with equity market microstructure, low-latency optimisation, Rust, kdb+/q, analytical databases or cloud infrastructure is beneficial.
• Bachelor's or Master's degree in Computer Science, Mathematics, Physics, Engineering or a related quantitative discipline.

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