C++ Quantitative Developer - Systematic Equities POD

Our client is a leading global hedge fund with a strong commitment to leveraging technological innovation and data-driven insights to deliver exceptional investment performance.

They are seeking a highly skilled C++ Developer to architect, build, and maintain the core signal computation and alpha infrastructure for a newly established systematic equities pod. The successful candidate will own the critical low-latency components, including real-time feature computation, signal generation, and integration with the firm’s shared execution and market data platforms. This individual will play a pivotal role in shaping the technology stack from its inception.

This is a hands-on opportunity at the intersection of systems engineering and quantitative research. The successful candidate will work closely with the Portfolio Manager and quantitative researchers to translate alpha models into robust, high-performance production trading systems.

Key Responsibilities

• Design, develop, and maintain the core C++ signal engine, including real-time feature computation, alpha signal generation, position tracking, and risk monitoring.
• Architect and implement the data bridge between the C++ low-latency infrastructure and the Python/Polars research environment.
• Develop and optimise the real-time publication of alpha signals from the research pipeline into the firm’s shared execution infrastructure.
• Integrate seamlessly with the firm’s central market data feeds and execution platforms.
• Build real-time risk controls, position monitoring, logging, and alerting capabilities.
• Optimise system performance through latency profiling, lock-free programming techniques, memory management, and network optimisation.
• Collaborate closely with quantitative researchers to convert Python-based research prototypes into production-grade C++ applications.
• Utilise AI-assisted development tools, including Cursor and Claude Code, to improve development efficiency while maintaining high standards of code quality.
• Develop and maintain back-testing and exchange simulation frameworks to support strategy validation.

Required Skills & Experience

• Bachelor’s or Master’s degree in Computer Science, Mathematics, Physics, Engineering, or a related quantitative discipline.
• A minimum of three years’ experience developing high-performance C++ server-side applications in Linux environments.
• Strong understanding of real-time, event-driven architectures with demanding latency requirements.
• Proficiency in Python, with practical experience using Polars, Pandas, NumPy, and the broader PyData ecosystem.
• Strong knowledge of Apache Arrow and columnar data formats for cross-language interoperability.
• Deep understanding of network programming, Linux operating system internals, and systems performance optimisation.
• Experience working with real-time market data feeds and integrating with shared execution platforms.
• Solid understanding of data structures, algorithms, and concurrent or multithreaded programming.
• Experience using Git, CI/CD pipelines, unit testing frameworks, and software engineering best practices.
• Familiarity with AI-assisted development tools such as Cursor, Claude Code, or GitHub Copilot, with the ability to incorporate them into day-to-day development workflows.

Preferred Skills & Experience

• Experience developing trading systems within a systematic equities or quantitative trading environment.
• Knowledge of low-latency optimisation techniques, including cache-friendly data structures, SIMD, and memory-mapped I/O.
• Experience developing performance-critical systems using Rust.
• Familiarity with kdb+/q and time-series data management.
• Understanding of equity market microstructure, order types, and execution algorithms.
• Experience with DuckDB, Arrow Flight, or comparable analytical database technologies.
• Familiarity with cloud infrastructure, particularly AWS, and containerised deployment environments.