Senior Low-Latency C++ Software Engineer

Qube Research & Technologies

New York, NY

On-site

Who this role is best for

Best suited to candidates with 5+ years of C++ systems programming experience working in electronic trading environments.

Best fit for

Candidates with 5+ years of C++ systems programming and a background in electronic trading systems
— “5+ years' experience developing high-performance applications in modern C++”
Individuals with a strong grasp of multithreaded programming and real-time systems design
— “Experience with multithreading, concurrency, and real-time systems”
Candidates who have worked on hardware acceleration technologies like FPGA
— “Exposure to hardware acceleration (e.g. FPGA)”

Things to consider

The role demands a focus on performance optimization and distributed system design
— “Design, build, and optimize greenfield, high-performance distributed trading systems in C++”
The position requires a deep understanding of market microstructure and trading strategies
— “Understanding of market microstructure”

How to stand out

Highlight real-world examples of low-latency system optimization in your resume and interviews
— “Strong expertise in modern C++ (C++17/20/23) and systems programming”
Demonstrate experience in translating trading strategies into production systems
— “Partner closely with quant researchers and trading teams to translate strategies into production systems”
Showcase your knowledge of system-level performance tuning and networking protocols
— “Knowledge of networking (TCP/UDP) and system-level performance tuning”

Pace · Fast PacedCollaboration · HighAutonomy · MediumDecision Impact · Team

Derived from job-description analysis by Serendipath's career intelligence engine.

What success looks like

designed and optimized greenfield trading systems
translated strategies into production systems

Typical background

5+ years experience in low-latency / high-performance C++ development

Skills & requirements

Required

Low-latency C++ DevelopmentHigh-performance Distributed SystemsMultithreadingConcurrencyReal-time Systems

Preferred

FPGAQuantitative Finance

Stack & domain

C++Low-latencyHigh-performanceMultithreadingConcurrencyReal-time SystemsLinuxAlgorithmsData StructuresMarket DataExecutionConnectivityNetworkingTcp/udpSystem-level Performance TuningHardware AccelerationFPGAQuantitative FinanceElectronic TradingMarket MakingLeadershipCommunicationCollaborationTradingFinance

About the role

Original posting from Qube Research & Technologies via Greenhouse

Qube Research & Technologies (QRT) is a global quantitative and systematic investment manager, operating in all liquid asset classes across the world. We are a technology and data driven group implementing a scientific approach to investing. Combining data, research, technology and trading expertise has shaped QRT’s collaborative mindset which enables us to solve the most complex challenges. QRT’s culture of innovation continuously drives our ambition to deliver high quality returns for our investors.
We are hiring a Senior Low-Latency Software Engineer to join a newly formed team building a high-performance trading platform from scratch. This platform sits at the heart of QRT’s execution capabilities and is designed for ultra-low-latency, high-frequency trading. You will work on systems where performance is critical, contributing directly to how strategies are executed in live markets.
Your future role within QRT:
Design, build, and optimize greenfield, high-performance distributed trading systems in C++, with a strong focus on latency, scalability, and reliability.
Partner closely with quant researchers and trading teams to translate strategies into production systems and contribute to the overall architecture.
5+ years of experience in low-latency / high-performance C++ development.
Strong expertise in modern C++ (C++17/20/23) and systems programming.
Experience with multithreading, concurrency, and real-time systems.
Solid understanding of Linux systems and low-level performance optimization.
Your present skillset:
5+ years' experience developing high-performance applications in modern C++
Strong understanding of algorithms, data structures, and multithreaded programming
Solid understanding of low-latency systems and performance optimisation techniques
Experience in electronic trading systems (market data, execution, or connectivity).
Understanding of market microstructure.
Knowledge of networking (TCP/UDP) and system-level performance tuning.
Exposure to hardware acceleration (e.g. FPGA).
Interest in quantitative finance, electronic trading, or market making
Strong problem-solving skills and the ability to work collaboratively with researchers, traders, and engineers
Base salary range for this position is $180,000 to $300,000 per year.
QRT Total Compensation includes discretionary performance-based bonuses and a competitive benefits package.

Source: Qube Research & Technologies careers (Greenhouse)