Alexander Chapman
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Recruitment Consultant | Technology Talent Specialist C++ Trading Engineer | High-Performance Quant Fund | Build the Future of Systematic Trading
About Us
We are a rapidly growing systematic fund at the forefront of quantitative finance, powered by a team of world‑class researchers, engineers, and technologists.
As we scale our trading operations globally, we are reimagining our quant platform from the ground up, building next‑generation research, simulation, and execution systems that push the boundaries of performance and innovation.
We’re looking for a C++ Trading & Simulator Engineer to join our elite technology team and shape the core of our trading engine, from simulation to live deployment.
If you thrive on solving complex technical challenges, writing ultra‑efficient C++, and working in a high‑impact environment, this role is for you.
Your Impact
As a key member of our core engineering group, you will:
Design & build the infrastructure powering quant research, backtesting, and strategy deployment. Architect low‑latency, high‑throughput trading systems that handle massive data at scale. Develop and optimize data pipelines for fast, accurate, and reliable access to market data. Automate and streamline the research workflow, from model training to live execution. Collaborate directly with quantitative researchers and traders to bring their ideas into production. Continuously push performance boundaries, ensuring every microsecond counts.
This is not a maintenance role, it’s a frontline engineering position where your code directly drives live trading decisions and P&L impact.
What We’re Looking For
Degree in Computer Science, Engineering, Mathematics, or a related technical field. 2+ years of hands‑on C++ (C++17/20) experience building production‑grade systems. Strong command of algorithms, data structures, concurrency, and numeric processing. Proven experience designing low‑latency, high‑throughput systems (financial systems a plus). Bonus: Exposure to Python for scripting, automation, or data analysis. Extra credit: Experience with quant research infrastructure, backtesting engines, or data pipelines.
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Recruitment Consultant | Technology Talent Specialist C++ Trading Engineer | High-Performance Quant Fund | Build the Future of Systematic Trading
About Us
We are a rapidly growing systematic fund at the forefront of quantitative finance, powered by a team of world‑class researchers, engineers, and technologists.
As we scale our trading operations globally, we are reimagining our quant platform from the ground up, building next‑generation research, simulation, and execution systems that push the boundaries of performance and innovation.
We’re looking for a C++ Trading & Simulator Engineer to join our elite technology team and shape the core of our trading engine, from simulation to live deployment.
If you thrive on solving complex technical challenges, writing ultra‑efficient C++, and working in a high‑impact environment, this role is for you.
Your Impact
As a key member of our core engineering group, you will:
Design & build the infrastructure powering quant research, backtesting, and strategy deployment. Architect low‑latency, high‑throughput trading systems that handle massive data at scale. Develop and optimize data pipelines for fast, accurate, and reliable access to market data. Automate and streamline the research workflow, from model training to live execution. Collaborate directly with quantitative researchers and traders to bring their ideas into production. Continuously push performance boundaries, ensuring every microsecond counts.
This is not a maintenance role, it’s a frontline engineering position where your code directly drives live trading decisions and P&L impact.
What We’re Looking For
Degree in Computer Science, Engineering, Mathematics, or a related technical field. 2+ years of hands‑on C++ (C++17/20) experience building production‑grade systems. Strong command of algorithms, data structures, concurrency, and numeric processing. Proven experience designing low‑latency, high‑throughput systems (financial systems a plus). Bonus: Exposure to Python for scripting, automation, or data analysis. Extra credit: Experience with quant research infrastructure, backtesting engines, or data pipelines.
Referrals increase your chances of interviewing at Alexander Chapman by 2x
#J-18808-Ljbffr