Low Latency Quantitative Developer – Systematic & Quantitative Trading
Location - New York / London / Singapore / California
A leading global investment firm specialising in systematic and quantitative trading is seeking a Low Latency Quantitative Developer to join its Core team. The team is responsible for building and optimising the firm’s low-latency trading and research infrastructure, supporting high-performance systems across global markets.
As a Low Latency Quantitative Developer, you will:
- Build and enhance low-latency trading infrastructure.
- Develop high-throughput research systems and tooling.
- Improve testing, deployment, and monitoring frameworks.
- Optimise geographically distributed networking capabilities.
- Work on highly performant systems within a collaborative front-office environment.
Key Requirements
- BS/MS/PhD in Computer Science or equivalent.
- 1-3 years of experience (open for graduates)
- Strong programming experience in C++ and Python.
- Strong systems fundamentals (OS, networking, compilers, etc.).
- Comfortable working within GNU/Linux environments.
- Strong critical thinking and communication skills.
This opportunity offers highly competitive compensation and the chance to work on cutting-edge low-latency systems alongside some of the industry’s leading engineering and quantitative talent.
C++ Quant Developer - Systematic Quant Trading Fund in New York City Metropolitan Area at Radley James
This position is listed as full time and onsite. It was posted 4 days ago.