Quantitative Developer

A leading proprietary trading firm in Chicago are looking to hire C++ engineers into their trading strategies team . This role is aimed at engineers already in HFT who want to move closer to strategy and PnL , rather than staying purely in platform, market data, or OMS development. The Opportunity You’ll be working at the core of the trading system, building and enhancing both: Passive (Market Making / Quoting) Strategies Continuously pricing into the market Requiring highly scalable, ultra-low latency systems Balancing competitiveness with risk and reliability Active (Takeout) Strategies Reacting to market signals in microseconds Identifying and executing high-value opportunities ahead of competitors Working closely with FPGA and low-level systems to optimise performance What You’ll Be Doing Developing high-performance C++ components within live trading strategies Consuming and processing real-time market data Designing systems that make split-second trading decisions Working across the full stack: market data, pricing, risk, execution, and networking Collaborating directly with traders to improve strategy performance Contributing to both high-level architecture and low-level optimisation (nanoseconds matter) What They’re Looking For Strong C++ experience within an HFT or proprietary trading environment Background in systems such as: Core trading platform OMS / execution systems Deep understanding of low-latency system design Interest in moving closer to trading strategy and decision-making Why This Role Direct impact on strategy performance and PnL Exposure to both passive and active trading systems Work at the intersection of engineering, trading, and research Opportunity to move beyond pure infrastructure into strategy development If you’re currently building trading systems and want to get closer to the decision-making layer, this is a natural next step. #J-18808-Ljbffr