Our client, a leading global multi‑manager investment firm, is seeking a Senior Quantitative Developer (C++) to join one of their world‑class quantitative trading teams in London. This role sits within a core trading technology group, with a clear mandate to own and drive the build of the live trading platform, spanning execution, market data, order management, and system integration across asset classes.

The research layer is largely in place; this is a hands‑on senior build role focused on production trading systems. You will take ownership of the end‑to‑end trading stack, including architecture and system design, and lead the development of a robust, scalable platform that supports live deployment in a latency‑sensitive environment. C++ is central to this role.

Responsibilities:

• Design, architect, and develop core trading systems in C++ supporting live execution, market data, and order management
• Take ownership of the full trading stack, from system design through implementation, deployment, and production support
• Drive platform builds and major rebuilds with a focus on improving performance, reliability, and scalability
• Develop tools used for analysis, trading, and risk management in a production‑critical environment
• Ensure integrity of tick data and broader data pipelines, identifying and resolving data quality issues
• Collaborate closely with quantitative researchers, traders, internal technology teams, and external vendors
• Communicate progress and technical trade‑offs clearly to team leads and senior stakeholders
• Provide ongoing maintenance and enhancement of existing systems
• Stay informed on market developments and relevant academic research, contributing to the evolution of trading strategies
• Apply advanced techniques, including machine learning where appropriate, to enhance trading performance

Requirements:

• Significant professional experience building production‑critical C++ systems on Linux
• Proven experience owning or leading the development of live trading infrastructure end‑to‑end
• Strong background in performance‑sensitive, multithreaded, or distributed systems
• Experience with execution systems, market data, tick data, order management, or trading platforms
• Demonstrated ability to improve system performance, robustness, and scalability through major builds or rebuilds
• Strong commercial awareness and understanding of how engineering decisions affect trading outcomes
• Comfortable working closely with researchers, traders, and senior leadership
• Clear communication skills and an ownership‑driven, delivery‑focused mindset