Quantitative Developer – Ultra Low-Latency (C++)
A C++ role in the high-frequency trading team, building ultra-low-latency systems for live trading. It works closely with FPGA, hardware and infrastructure engineers.
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.
- Optimise C++ components for trading and market data
- Profile CPU, cache and memory behaviour
- Tune kernel and network settings
- Integrate software with FPGA paths
What they ask for
Required
- Performance-critical C++20 or newer
- Systems programming
- Memory management and CPU architecture
- Linux internals and kernel parameters
- Low-level profiling
- Hardware and networking curiosity
Preferred
- FPGA integration or hardware/software co-design
- Education
- No degree level stated.
- Experience
- 5+ years of performance-critical C++
- Languages and tools
How to prepare
- Benchmark and optimise a hot loop using CPU counters
- Study kernel bypass networking and busy-polling
- Learn C++20 features useful for latency work
- Read an introduction to FPGA in trading
What to study
- Modern C++ for Quantitative Finance
- Trading Systems and Low-Latency Infrastructure
- Market Microstructure and Execution
The HFT Quant Developer roadmap sets out the stages for this kind of role, with free resources for each.
Open the roadmapApply
Read the full posting on Qube Research & Technologies’s site before applying: requirements, location and pay can change after we check them.
View the posting on Qube Research & Technologies’s site ↗
SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Qube Research & Technologies and doesn’t handle applications.