5+ years of experience in low-latency/high-performance C++ development
Strong expertise in modern C++ (C++17/20/23)
Experience with multithreading, concurrency, and real-time systems
Solid understanding of Linux systems and performance optimization
Experience in electronic trading systems and market microstructure
Responsibilities
Design, build, and optimize high-performance distributed trading systems in C++
Collaborate with quant researchers and trading teams to implement strategies
Contribute to the overall architecture of the trading platform
Focus on latency, scalability, and reliability in system design
Ensure systems meet performance benchmarks in live markets
Benefits
Discretionary performance-based bonuses
Competitive benefits package
Full Job Description
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.
