Quant jobs / Akuna Capital
Software Engineer – C++, Trading Strategies
A low-latency C++ engineering role on the trading strategies team of an options market maker. Engineers work with traders and researchers to deliver strategies to market.
What you’d work on
Our reading of the posting: what a new hire in this role would most likely spend their first months on.
- Design and deploy low-latency trading strategies in modern C++
- Analyse performance and tune parallel code
- Work with traders and researchers on strategy changes
- Lead projects and architecture decisions
What they ask for
Required
- 3+ years of modern C++20 or later
- Multi-threaded programming
- Distributed systems, data structures and algorithms
- Data-driven decision making
- Degree in CS, engineering or maths
- Clear communication
Preferred
- Trading strategy experience or demonstrated interest in markets
- Education
- Bachelor's in CS, engineering, maths or equivalent
- Experience
- 3+ years developing performant C++ applications
- Languages and tools
- Markets
- options
How to prepare
- Build a lock-free queue or order book in C++20 with benchmarks
- Study cache effects, NUMA and network latency
- Learn how strategies consume market data
- Practise performance profiling with perf-style tools
What to study
- Modern C++ for Quantitative Finance
- Trading Systems and Low-Latency Infrastructure
- Market Microstructure and Execution
- Quantitative Data Engineering
The HFT Quant Developer roadmap sets out the stages for this kind of role, with free resources for each.
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Read the full posting on Akuna Capital’s site before applying: requirements, location and pay can change after we check them.
View the posting on Akuna Capital’s site ↗
SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Akuna Capital and doesn’t handle applications.
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