Quantitative Developer

Direct message the job poster from Durlston Partners

Hedge Fund, Trading & Tech Headhunter at Durlston Partners

C++ Quant Developer | Systematic Trading

We’re working with a leading Systematic Hedge Fund in New York, known for its exceptional technology stack, collaborative culture, and consistent outperformance in the market. With AUM in the double-digit billions, they are expanding their world-class engineering and quant research teams to support the next generation of ultra-low latency trading strategies.

They are seeking a C++ Quant Developer to work closely with Quant Researchers and Traders on the full lifecycle of strategy development and deployment across global markets.

Responsibilities

• Designing and implementing high-performance C++ components for research and execution of systematic trading strategies
• Working closely with Quant Researchers to productionise and optimise models
• Enhancing backtesting and data infrastructure to support high-frequency signal research
• Driving latency improvements and contributing to overall system architecture
• Expert-level modern C++ (C++17/20) and multithreaded systems
• Experience within a high-performance, low-latency environment (ideally HFT or systematic trading)
• Strong understanding of market microstructure and data-driven strategy implementation
• BSc/MSc/PhD in Computer Science, Engineering, Maths, or related quantitative discipline from a top university

We specialise in Core Technology and Quantitative Research hires across leading Hedge Funds and HFTs. For a confidential discussion about this role or the wider market, please get in touch at or send an application.

Seniority level

• Seniority level

  Associate

Employment type

• Employment type

  Full-time

Job function

• Job function

  Engineering, Research, and Finance

• Industries

  Financial Services, Investment Banking, and Investment Management

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