Quantitative Developer (C++) - Central Liquidity Strategies · Electronic Trading Solutions

Sat, 18 Apr 2026 22:14:23 GMT
Engineering

Electronic Trading Solutions · New York, New York, United States of America · $160,000 to $250,000 · onsite

We are seeking a Quantitative Developer to join our team who will design, architect, and implement low-latency C++ systems that are robust, resilient, and accurate. Our team is part of the firm's central trading teams, focusing on creating a low-latency framework for algorithmic trading.

The successful candidate will be directly involved in a critical path for high-volume trading with a core focus on technical and economic performance. They will work closely with quantitative research to optimize the firm's overall execution performance.

Key responsibilities include:

Building out the C++ low-latency framework for algorithmic trading

Developing execution algorithms, order management systems, strategy containers, market data handlers, and trading interfaces

Enhancing the platform's efficiency using network and systems programming

Creating systems, interfaces, and tools for historical market data and trading simulations

Assisting in building and maintaining automated tests, performance benchmark framework, and other tools

The ideal candidate will have 5+ years of professional experience in a front-office, financial services environment as a senior contributor, with a strong background in data structures, algorithms, and object-oriented programming in C++. They should be proficient with new features of C++17/C++20/C++23, multithreading, and asynchronous environments. A degree in computer science or a related field is required.

The estimated base salary range for this position is $160,000 to $250,000, which is specific to New York and may change in the future.