Quantitative Developer (Rust/C++)
4 Days Old
TechShack are working with with a high-performing quantitative trading firm building out their HFT desk. They trade globally across major liquidity venues and are hiring a Front Office Trading Systems Engineer (Rust/C++) to work on the hot path - the systems closest to trading and PnL.
This is a Rust-first role (production Rust), but open to elite C++ engineers who are happy to work Rust day-to-day.
Location: London preferred (hybrid). Remote considered for exceptional profiles, but priority is London-based candidates.
Compensation: £150,000 - £250,000 total comp + meaningful PnL-linked upside (role and impact dependent).
What you’ll work on
You’ll sit with senior engineers and work directly with traders/quants to build and optimise the top layer of the stack:
Hot-path trading systems: market data → strategy interface → order generation → risk checks → routing/execution.
Tail latency / jitter work: profiling, instrumentation, removing bottlenecks, improving p99/p999 behaviour under load.
Low-latency engineering: CPU affinity, memory layout, lock-free patterns, async/event-driven systems, network behaviour.
Production outcomes: robustness, observability, ...
- Location:
- London
- Job Type:
- FullTime
- Category:
- IT & Computers