📍 Location: On-site – New York City
📈 Industry: Quantitative Trading | High-Performance Systems
💼 Level: 5–10 years’ experience
🚀 About the Role
Our client, a leading global quantitative hedge fund, is seeking a Mid-to-Senior C++ Developer to join their Front Office HPC team. This is a high-impact role where you’ll engineer performance-critical systems that directly support research and live-trading operations.
You’ll work alongside world-class engineers and quants to design and build scalable, low-latency infrastructure. Finance experience is not required — intellectual curiosity and a passion for building high-performance systems is.
🔧 What You’ll Be Working On
- Core Systems Development: Build ultra-fast C++ applications for order management, market data ingestion, and exchange connectivity.
- Performance Tuning: Drive latency reduction, throughput gains, and system scalability in a real-time trading environment.
- Architecture & Design: Collaborate on system design and architecture across distributed and high-performance compute environments.
- 5–10 years’ hands-on C++ development experience in performance-critical environments (e.g. trading, gaming, networking, HPC).
- Strong grasp of algorithms, data structures, memory management, and concurrency.
- Experience with Linux internals and performance profiling tools.
- Degree in Computer Science, Computer Engineering, or related field (Bachelor’s or Master’s).
- Excellent communication skills and the ability to thrive in a fast-moving, collaborative team environment.
- A self-starter mindset — proactive, curious, and eager to make a real impact.
- Work with cutting-edge technology in a true performance-first environment.
- Own projects that directly impact trading outcomes.
- Collaborate with some of the brightest minds in engineering and quantitative research.
If you're an elite C++ engineer who thrives on solving complex technical challenges at scale — we’d love to hear from you.
