E-Trading Quant Developer (C++ / Python) – Rates / FX / Equities
Leading Hedge Fund | London
Compensation: Highly competitive
We are hiring an E-Trading Quant Developer into a high-performing systematic trading environment within a leading global hedge fund.
This is a front-office role focused on real-time trading systems, market data, and execution optimisation .
What you’ll be doing
- Build and optimise low-latency trading components (pricing, execution, market data handlers)
- Work directly with traders on electronic market making / execution strategies
- Handle high-frequency market data (Rates / FX / Equities)
- Improve performance, reliability, and scalability of trading systems
What we’re looking for (strict)
- Strong C++ (modern, performance-focused) — this is non-negotiable
- Solid Python for research / tooling
- Proven experience in electronic trading environments
- Deep understanding of market data + order execution workflows
- Experience in Rates, FX or Equities e-trading
You are likely
- Already in a top-tier bank, prop firm, or hedge fund
- Building production trading systems , not just research models
- Comfortable working directly with traders in fast-paced environments
Not a fit if
- Pure quant research / academic background
- No real-time trading or execution exposure
- Primarily Java or non-performance stack