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. 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. 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: 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.