C/C++/C# Jobs

Senior C++ Developer (Algo Trade) at Barclays to design, develop and improve low-latency, front-office trading systems using modern C++ and Linux. The role focuses on algorithmic trading and performance/latency optimisation for critical exchange-facing systems and requires collaboration with product and engineering teams. As a Vice President-level position, the role may include setting technical direction, mentoring others, driving strategy and ensuring strong risk, controls and delivery governance. The position is based in Pune.

As a Senior Engineer on the HP NonStop Development team, you will design, develop, and maintain highly available systems that support critical production environments. You will collaborate with cross-functional teams to deliver reliable, high-quality software, lead technical decisions, and troubleshoot complex issues. The role also involves mentoring junior engineers and driving architecture and process improvements to enhance system robustness and operational reliability.

Senior Quant Developer (C++) role at a leading quantitative and systematic fund in London. You will design and implement high-performance C++ systems to support research and production trading, working closely with researchers, traders and engineers. Responsibilities include building low-latency execution components, backtesting and production infrastructure, and optimising performance and reliability. This is a permanent, on-site role within a quantitative hedge fund environment.

Senior Core C++ Developer role supporting a crypto high-frequency trading business with offices in London, New York City and Singapore. You will design, implement and optimise low-latency trading systems, exchange connectivity and market data pipelines, working closely with traders and quantitative researchers. The role demands strong C++ and systems programming skills, performance tuning experience and familiarity with HFT/market microstructure concepts. This is a permanent position across multiple global trading hubs.

Join a leading high-frequency trading firm as a C++ Quantitative Developer based in New York City or Chicago. You will design and implement low-latency, high-performance trading systems and tools, collaborating closely with quantitative researchers and traders. The role is permanent and focuses on production-quality C++ development for electronic trading infrastructure. Ideal for developers with experience building performance-critical software in a trading or finance environment.

Join a global quantitative firm in London as a C++ Platform Engineer working on high-performance trading and research systems. You will build, optimise and maintain platform components, collaborating closely with quants, software engineers and infrastructure teams. The role is a permanent position focused on low-latency systems, reliability and performance improvements across the firm’s production stack.

Experienced C++ Software Engineer to join a sophisticated proprietary trading firm in Amsterdam on a permanent basis. You will build and maintain high-performance, low-latency trading systems and tooling, working closely with traders and quant teams. The role requires strong C++ skills, focus on performance and reliability, and collaboration across engineering and trading functions.

Join a global hedge fund in New York City as a Quant Developer working primarily with C++ and Python. You will design, implement and optimize high-performance trading systems and support deployment of quantitative models into production. The role involves close collaboration with researchers and traders and requires strong software engineering skills and experience with low-latency or performance-critical systems.

Join the Real Time Market Access team to work on a performance monitoring project for market access servers. You will set up monitoring tools in test and production, manage data ingestion and storage in Elasticsearch, and build Grafana dashboards to visualise metrics. The role involves coding (C++ and Python), working on Linux-deployed real-time trading servers, documenting solutions and proposing improvements based on team feedback. This is a 6-month internship aimed at engineering students interested in market infrastructure and order execution.

Join Barclays' Global Markets Rates Quantitative Analytics team to develop and maintain core high-performance C++ analytics libraries supporting interest-rate products. You will design and implement quantitative models and frameworks used by traders, risk managers and technologists, contributing to architecture, performance and standardisation. The role requires strong modern C++ skills, a solid quantitative background and familiarity with linear interest-rate products, with opportunities to work across business lines and provide front-office infrastructure support.