C/C++/C# Jobs

Join the Automated Trading Strategies team to develop and deploy systematic trading strategies focused on the US Interest Rate Swap market. You will design and implement quantitative models for pricing, risk management, and execution, perform data-driven research and backtesting, and expand the group’s modelling and automation tooling. The role requires strong programming skills, statistical/data analysis expertise, and collaboration across trading, research, and technology with some on-call responsibility.

As a Macro Trade Capture at Barclays you will design, develop and improve high-quality C++ software to support trading and platform capabilities. The role involves working with object-oriented design, STL, multithreading, middleware (MQ/Solace), databases and Linux, and following secure coding and testing practices. You will collaborate with product managers, designers and other engineers to deliver scalable, maintainable solutions and drive simplification and technical excellence. The position is based in Pune.

Join Barclays Investment Bank's Equities and Hybrid Products team as a Quantitative Developer to develop and maintain a low-level equity pricing library (primarily C++) and supporting analytics for trading strategies and risk management. The role involves implementing quantitative models, working with large-scale software libraries, and collaborating with sales and other stakeholders to deliver front-office analytical infrastructure. A STEM master’s degree is required and prior quant finance experience is beneficial but not mandatory. This position is based in the Prague office and may involve leadership or AVP-level responsibilities.

The Principal SCADA Engineer will support and optimize a multi-site, high-availability Generation Management System, providing SCADA engineering, troubleshooting, and operational support across power markets. The role involves developing, deploying, and maintaining OSI-Monarch SCADA systems, RTU/RTAC programming, custom displays, and integrations with historians and market interfaces. The engineer will ensure reliability between GMS and external/internal customers, mentor junior staff, and support market requirements across ERCOT, PJM, ISO-NE and others. The position requires on-rotation 24x7 on-call availability and close collaboration with operations, trading, and external customers.

Senior C++ software engineer role at a sophisticated proprietary trading firm, based in Singapore or Hong Kong. You will design and implement high-performance, low-latency trading systems and infrastructure, working closely with quantitative researchers and traders. The position is permanent and focuses on performance-critical C++ development, system-level tuning, and production reliability. Strong experience in modern C++ and systems programming is expected.

Join a leading quantitative fund in London as a C++ Software Engineer working on core development for simulation systems. You'll design, implement and optimise high-performance simulation and modelling infrastructure, collaborating closely with researchers and traders. The role is permanent and focuses on low-latency, scalable C++ code and system-level performance improvements.

Join a global quantitative firm in London as a C/C++ Developer on a permanent basis. You will develop and maintain high-performance C/C++ code, working closely with quants and traders to deliver production trading systems. The role involves performance optimisation, code quality improvements and collaboration across the software development lifecycle.

Jump Trading is hiring a software intern to work with its trading team building production-grade systems that power trading and research workflows. You will contribute to high-performance data pipelines, tooling for quantitative researchers, and performance optimizations under mentor guidance. The role emphasizes systems programming, translating research prototypes into robust software, and working in Linux environments using C++ and Python. Candidates should be graduating in 2026 or 2027 and interested in working in Hong Kong full-time after graduation.

Lead a team of C++ developers building and optimising low-latency quantitative trading systems for a global hedge fund in London. Collaborate closely with quantitative researchers and traders to design, implement and productionise high-performance C++ code and system architecture. Own technical leadership responsibilities including code reviews, mentoring, hiring and delivering robust, scalable trading infrastructure. Emphasis on performance profiling, multithreading and real-time trading solutions.

Join a top algorithmic trading firm in London as a Systems Software Engineer working on low-latency, high-performance trading infrastructure. You will design, implement and optimise core systems that support automated trading strategies, collaborating closely with quant researchers and software engineers. The role is permanent and centred on delivering reliable, scalable solutions for ultra-low latency trading environments.