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C++ Engineer – Quantitative


Financial Services

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ABOUT THIS ROLE

  • / London
  • / Permanent
  • / £150,000 + Bonus
REF: LC10890

Client: Market maker, Financial markets

Techstack: C++, Python, Low Latency, FIX Protocol

Working policy: 5 days p/w in London HQ, amazing offices by Liverpool Street!

Package: Up to £150,000 + bonus

Seniority: Open to all candidates with 4+ years or more experience

Orbis is partnered closely with a market maker who is on the hunt for its next quantitative engineer (C++) in London. Our client is completely self-funded and is seen as one of the ‘big players’ within the trading space.

You will join a small algo trading-focused team of engineers, quant researchers, and traders so although this role is 90% hands-on coding there is also some expectation of stakeholder management across the business.

Requirements

  • BSc degree or higher in a STEM-related subject from a reputable university
  • Expertise in C++ development (inc. low latency programming, multithreading)
  • In-depth knowledge of FX connectivity, FIX protocol, and front-office environments
  • Previous experience dealing directly with quants, traders, and key business stakeholders

This is an urgent requirement and the business is ideally looking to get candidates onboarded as soon as possible.

Maximum file size: 2 MB.
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If you're excited about a role but don't perfectly align with every requirement, we encourage you to apply. Your unique skills and experiences may be the perfect fit for the job or other opportunities that arise.

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