Research Driven Recruitment

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C++ Engineer – Tick Data

Systematic Quant Fund


Posted 3 Wks Ago

Our client is a leading tech-driven quant and systematic hedge fund trading with offices across the globe. They leverage deep knowledge in data, research, technology and trading to deliver high-quality returns. This opportunity offers a dynamic and fast-paced environment with excellent prospects for career growth.

You will be a key member of the development team, working closely with quant analysts/developers and traders to build and enhance key data solutions for researchers. You’ll collaborate over the design and development of cutting-edge systems, covering all aspects of algorithmic trading research: from tick data management to back testing engine, through to cloud computing tools.

This role would suit someone who thrives on being a team player and loves working collaboratively to solve the most complex technical challenges.


  • Bachelors or Masters degree from a top-tier university in Computer Science, Maths, Engineering or related field
  • Expert on Linux development using C++/C, STL, Boost, and some Python
  • Solid experience designing and implementing tick data management and/or cloud computing tools
  • Proficiency with Linux/GCC development toolchain and Linux Red Hat is essential
  • 3+ years’ experience in a quant trading environment would be ideal

Nice to have

  • Knowledge of L3 market data (tick data order by order)
  • Equities and/or derivatives experience


  • Great opportunity to be part of a collaborative, creative environment where you can feel valued for your input
  • Professional and personal development
  • Relaxed, casual culture, with a healthy work-life balance