Senior C++ Software Engineer
Role Summary
Aubay UK is seeking a Senior C++ Software Engineer to join a high-performing team responsible for a global derivatives algorithmic trading platform. Working closely with technologists, quants, and traders, you will design and optimise proprietary trading systems with a strong focus on performance, reliability, and scalability.
The role spans the full platform stack, from exchange connectivity and market data to trading engines and shared services, supporting trading across major global futures venues. You will operate in a fast-paced trading environment, contributing to production-critical systems while helping shape the evolution of a highly collaborative, engineering-led platform.
Required Skills and Experience
• 5+ years of post-graduation professional C++ software development experience within the financial services industry.
• Minimum of 8 years’ experience working in Trading & Capital Markets or Investment Banking environments.
• Strong understanding of major global futures exchanges and their native connectivity protocols.
• Proven knowledge of the full exchange-traded derivatives trade lifecycle.
• Solid understanding of parallel, asynchronous, and multithreaded programming for distributed systems.
• Strong grounding in algorithms and data structures, with the ability to apply them to performance-critical systems.
• Demonstrated understanding of the trading lifecycle, including order capture and execution, allocation workflows, settlement processes, and regulatory/compliance considerations.
• Strong analytical and problem-solving skills, with the ability to interpret complex data and propose pragmatic, high-quality solutions.
• Proficiency in scripting or complementary languages such as Python, PowerShell, C#, SQL, or similar.
• Proven experience with application deployment best practices, release management, and production support.
• Experience owning system monitoring, troubleshooting, and reliability improvements, ensuring stable delivery into production environments.
• Excellent communication skills, with the ability to engage effectively with traders, quants, engineers, and stakeholders.
• Comfortable working in high-pressure environments alongside trading and engineering teams.
• Proactive, self-motivated, and adaptable, with a positive and collaborative mindset.
• Ability to meet demanding deadlines while managing competing priorities.
• Strong ambition to solve open-ended and complex problems using analytical and systematic approaches.
Roles and Responsibilities
• Design and develop software that communicates directly with global futures exchanges via their APIs, handling market data ingestion and order submission over network protocols such as FIX, WebSocket, and HTTP.
• Build, maintain, and enhance feed handlers and order gateways, ensuring robustness and low-latency behaviour.
• Maintain and extend automated testing suites to ensure high-quality, reliable software delivery.
• Optimise exchange communications through techniques such as kernel bypass, TLS optimisation, and efficient connection handling.
• Research and analyse exchange-specific behaviour, aligning internal system behaviour with venue requirements.
• Implement exchange connectivity solutions using provided SDKs across multiple languages, including C++ (primary), Rust, Python, and TypeScript.
• Implement and evolve trading algorithms based on requirements provided by traders and quantitative analysts.
• Develop and deepen trading domain knowledge to accurately translate business requirements into effective software solutions.
• Continuously improve the stability, performance, and reliability of the trading engine.
• Enhance monitoring and observability in close collaboration with Trading Operations teams.
• Investigate and resolve production issues, including system crashes, unexpected business logic behaviour, and performance bottlenecks.
• Prepare for and execute controlled releases and deployments of new trading engine versions.
• Contribute to shared platform components that enable fast, efficient development across engineering teams.
• Work effectively in a high-pressure trading environment, adapting to changing priorities and market conditions.
• Actively contribute to innovation, technical excellence, and continuous improvement across systems, processes, and tooling.
About Aubay UK – Ahead of Innovation!
Aubay UK is a recognised InSourcing Partner for client-side deployment delivered across London. Our team, based in Canary Wharf, specialises in hiring IT professionals within London’s Energy and FinTech sectors, helping our clients to expand their operations with top-tier talent who are experts in their fields. We work exclusively with clients who are globally recognized as Energy Super Majors/Financial Services and innovative FinTech players.
Aubay UK is the most recently started branch of Aubay Group www.aubay.com. Aubay Group is an international Digital Services Company, listed on a Euronext Stock Exchange, who have been operating for 25 years in the European market and working alongside some of the biggest names in the Banking, Finance, Insurance, Energy, IT/Digital, Manufacturing, Transport and Telecoms sectors. With over 7,800 employees across 7 countries and 16 offices in England, France, Belgium, Luxembourg, Italy, Spain, and Portugal, Aubay Group generated revenues of €534 million in 2023.