Tailored individual total comp up to £500k including the option for bonus buyout/ sign-on C++, Python, Algo Trading, Quant Finance, Low Latency, Linux My client is a global quant investment manager. They run systematic strategies across multiple asset classes with a culture that balances academic rigor and pragmatic execution. Their engineering teams work directly alongside researchers building the platforms that power live trading, not maintaining legacy systems. As a C++ Software Engineer, you'll be a key figure in developing and optimizing trading platforms and research infrastructure. Projects span systematic trading, data processing, and performance-critical applications. You will work closely with researchers, strategists, and engineers to design, implement, and maintain systems powering the firm's trading and investment strategies. Locations: London, New York, Chicago Requirements: - Excellent C++ programming ability with proven experience working on highly distributed systems - Extensive low latency/ high throughput experience - Clear expertise in at least ONE of: SOR, Connectivity, Execution, Systematic Trading, Market Data - Prior experience in algo trading, eTrading or market making McGregor Boyall is an equal opportunity employer and do not discriminate on any grounds.