Market Access Developer – C++

Global quantitative hedge fund is seeking a talented C++ developer with expertise in low latency development. This person will be responsible for building and maintaining the cutting‑edge technology systems that connect the fund to global financial markets, brokers, and third‑party providers. These systems are critical for delivering real‑time market data and executing orders with speed, reliability, and precision.

• A key member of the development team building and enhancing low latency algorithmic trading strategies
• Coverage of all aspects of the algorithmic trading strategy, including the exchange price feeds, financial indicators, market making algorithms, back‑testing engine, tick data management, exchange simulators and trading gateways, as well as support of the production environment and the processes surrounding it
• Work closely with a range of investment management professionals including quantitative analysts/developers, traders and operations staff, in order to design and develop cutting edge systems
• Opportunity to contribute to quantitative research, although this is not the core focus of the role

• Computer Science degree or equivalent
• Background in Linux / C+ low latency optimizations (5 years+ on low latency Linux development using C/C++, STL, Boost)
• Experience designing and implementing multithreaded and distributed systems
• Experience of front‑office trading desk‑aligned role is an advantage
• Good knowledge of distributed network architecture
• Good knowledge of Equities and Futures asset classes highly desirable
• Familiar with low level optimization techniques on x86/64 platform
• Familiar with Linux / GCC development toolchain and Linux Red Hat distribution
• Knowledge of market data feed handlers and execution gateways highly desirable
• A background in Linux kernel, FPGA and Network card offloading will also be advantageous