Senior Low-Latency C++ Software Engineer
Qube Research & Technologies
About the role
Qube Research & Technologies (QRT) is a global quantitative and systematic investment manager, operating in all liquid asset classes across the world. We are a technology and data driven group implementing a scientific approach to investing. Combining data, research, technology and trading expertise has shaped QRT’s collaborative mindset which enables us to solve the most complex challenges. QRT’s culture of innovation continuously drives our ambition to deliver high quality returns for our investors.
We are hiring a Senior Low-Latency Software Engineer to join a newly formed team building a high-performance trading platform from scratch. This platform sits at the heart of QRT’s execution capabilities and is designed for ultra-low-latency, high-frequency trading. You will work on systems where performance is critical, contributing directly to how strategies are executed in live markets.
Your future role within QRT:
Design, build, and optimize greenfield, high-performance distributed trading systems in C++, with a strong focus on latency, scalability, and reliability.
Partner closely with quant researchers and trading teams to translate strategies into production systems and contribute to the overall architecture.
5+ years of experience in low-latency / high-performance C++ development.
Strong expertise in modern C++ (C++17/20/23) and systems programming.
Experience with multithreading, concurrency, and real-time systems.
Solid understanding of Linux systems and low-level performance optimization.
Your present skillset:
5+ years' experience developing high-performance applications in modern C++
Strong understanding of algorithms, data structures, and multithreaded programming
Solid understanding of low-latency systems and performance optimisation techniques
Experience in electronic trading systems (market data, execution, or connectivity).
Understanding of market microstructure.
Knowledge of networking (TCP/UDP) and system-level performance tuning.
Exposure to hardware acceleration (e.g. FPGA).
Interest in quantitative finance, electronic trading, or market making
Strong problem-solving skills and the ability to work collaboratively with researchers, traders, and engineers
Base salary range for this position is $180,000 to $300,000 per year.
QRT Total Compensation includes discretionary performance-based bonuses and a competitive benefits package.
Responsibilities
- Design, build, and optimize high-performance distributed trading systems in C++.
- Improve system latency, scalability, and reliability.
- Partner with quantitative researchers and trading teams to bring strategies into production.
- Contribute to trading platform architecture.
Qualifications
- 5+ years developing high-performance applications in modern C++.
- Strong knowledge of algorithms, data structures, multithreading, and concurrency.
- Experience with low-latency systems, performance optimization, and Linux.
- Experience with electronic trading systems, such as market data, execution, or connectivity.
- Knowledge of market microstructure, TCP/UDP networking, and system-level performance tuning.
- Exposure to hardware acceleration such as FPGA is beneficial.
- Strong problem-solving and collaboration skills.
Benefits
- Discretionary performance-based bonuses.
- Competitive benefits package.
Skills mentioned
About Qube Research & Technologies
Qube Research & Technologies (QRT) is a global investment manager, operating in all asset classes across the world. Driven by a shared passion for data, research, technology and trading expertise, we strive to deliver high-quality returns for our investors. Established in 2016, QRT can rely on its employees in 16 offices across the globe. We currently have multiple open positions on our website, please check and apply on line: https://www.qube-rt.com/careers/ QRT supports various coding initiatives as well as academic projects developing and promoting maths and science education. More information: https://www.qube-rt.com/commitments