Middle/Senior C++ Quant Developer - Market Making (HFT) We're partnering with a top‑tier electronic trading firm specialising in high‑frequency market making, currently building ultra‑low latency trading platforms operating across major European and US exchanges from their London office. As part of continued growth, they're expanding their market‑making team and are looking to hire a Mid to Senior C++ Quantitative Developers to work on core trading systems spanning pricing, execution, and risk. This is a genuine front‑office engineering role where your code is deployed directly to production and has a clear, measurable impact on live trading performance. What You'll Be Doing Designing, building, and optimising core components of the trading platform Owning performance‑critical C++ systems across pricing, execution, risk, and exchange connectivity Profiling and tuning systems across CPU, memory, cache, and network layers Working closely with traders and quantitative researchers to translate trading requirements into robust, low‑latency solutions What They're Looking For 4 years' experience in modern, performance‑critical C++ (C++17) Strong foundations in systems programming (hardware, OS, memory, networking) Experience building real‑time or distributed systems with a focus on performance optimisation Comfortable using modern AI‑assisted development tools Experience with exchange protocols (FIX, ITCH/OUCH, PITCH, BOE) Background in electronic trading, market making, or quantitative trading Apply for more info