McGregor Boyall are partnered with a market-leading, quant-driven tech hedge fund looking for C++ talent across multiple teams within trading and market execution. The roles involve building high-performance components for their systematic trading platform, working with advanced concurrency patterns and lock-free data structures. You'll be optimizing critical paths where microseconds matter, implementing sophisticated order execution algorithms, and collaborating with quants to deploy new trading strategies. Their stack leverages cutting-edge HPC techniques for market data processing and order management. They are using highly modern C++: custom allocators, zero-copy messaging, and SIMD optimization. You'll work directly with quants to translate mathematical models into production trading systems and see the impact of your code on alpha generation. Some of the benefits include: - Tailored financial packages to the individual able to compete with the highest paying funds on the market. Potential for bonus buyout or sign-on - Relocation support for overseas applicants - Modern tech stack deployed alongside some of the best talent in quant finance Requirements: - Excellent C++ programming skills, ideally using a modern version - Expertise with low latency/ high throughput systems - Some level of experience with Python - Experience working with systems processing high volumes of data (terra or petabyte-scale) - Extensive expertise with at least ONE of: fixed income, market making, algo/ eTrading, connectivity, execution, high frequency trading Nice to have: - Prior experience working for a leading systematic trading company - Excellent academics at the post-grad level McGregor Boyall is an equal opportunity employer and do not discriminate on any grounds.