Quant jobs / Tribus

Senior C++ Developer – Derivatives Trading

A recruiter advertises a C++ role at an unnamed global derivatives trading firm. The engineer converts quantitative trading ideas into low-latency pricing and execution systems.

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.

Build C++ components for pricing, orders and risk checks.
Integrate market data and exchange connections.
Profile performance and own tested production releases.

What they ask for

Required

Modern C++ on Linux
Low-latency systems
Concurrency and profiling
Networking or messaging
Front-office collaboration

Preferred

TCP/IP, UDP multicast or FIX

Education: Academic qualification in mathematics, engineering, computing or a quantitative subject; equivalent experience accepted.
Experience: Professional low-latency development experience; no minimum years stated.
Languages and tools: C++
Linux
Markets: options

How to prepare

Build a low-latency market-data and order path.
Benchmark concurrency designs with realistic bursts.
Add deterministic regression tests for a trading rule.

What to study

The HFT Quant Developer roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Tribus’s site before applying: requirements, location and pay can change after we check them.

View the posting on Tribus’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Tribus and doesn’t handle applications.