Quantitative Developer - C++

Senior C++ Engineer – Core Trading Technology (Quantitative Trading)

Stanford Black is partnering with an elite quantitative trading house seeking a Senior C++ Engineer to join the team building the mission-critical infrastructure underpinning their global trading, pricing, and risk platforms. This is a high-impact role at the intersection of ultra-low-latency engineering and quantitative finance, working shoulder-to-shoulder with quants, traders, and risk teams to deliver systems that operate at exceptional scale and performance.

Role

• Architect and evolve high-throughput, low-latency services running across Linux-based distributed environments.
• Embed and optimise complex pricing models within the firm's core compute and risk frameworks.
• Build and enhance services across order management, trade/position systems, product reference data, and real-time market data pipelines.
• Work collaboratively with quantitative researchers, quant developers, and front-office stakeholders to deliver next-generation trading capabilities.
• Develop primarily in modern C++ with supporting components in Python, contributing to both greenfield builds and optimisation of performance-critical workflows.

Requirements

• 4+ years in a front- or middle-office engineering environment.
• Deep expertise in advanced C++ (including STL) and low-latency, high-performance Linux development.
• Strong background in building multithreaded, distributed, and high-availability systems.
• Experience integrating or supporting pricing models within trading or risk infrastructure.
• Solid understanding of major asset classes — Equities, Futures, Options, Swaps.
• Knowledge of full trade and instrument lifecycles (corporate actions, settlements, bond coupons, swap resets).
• Advanced understanding of distributed systems and network architecture.