E-Trading Quant Developer (C++ / Python) – Rates / FX / Equities

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