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Radley James

C++ Quant Developer - Leading Multi-Strat Hedge Fund

Radley James, New York, New York, us, 10261

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Direct message the job poster from Radley James FinTech Headhunter | Connecting Top Software Developers & Quant Traders with Leading Financial Institutions | Specialist @ Radley James

Join a global, multi-strategy investment powerhouse managing tens of billions in assets. This is a rare greenfield opportunity to architect and deliver a Central Risk/Execution Book. You’ll design and build ultra-low-latency C++ systems that are robust, resilient, and lightning-fast - technology that will directly shape the firm’s execution edge. What you’ll do: Lead development of a greenfield Central Risk/Execution Book platform Build and optimise ultra-low-latency exchange gateways and simulators Collaborate with hardware/software teams to break speed limits Solve large-scale parallel computation and network optimisation challenges Benchmark systems across multiple hardware and OS configurations Work closely with traders to deliver mission-critical solutions at speed What you bring: 10+ yrs of industry experience Strong C++ (C++17/20), algorithms, data structures, and real-time systems Financial markets expertise (multi-asset, with Options focus) Linux, networking, and CPU architecture expertise This opportunity offers a competitive compensation package and hybrid working model. Seniority level

Mid-Senior level Employment type

Full-time Job function

Engineering and Finance Industries

Engineering Services Financial Services

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