About Company
A leading global hedge fund is building a greenfield financial analytics library and high-performance distributed systems
Requirements
- Modern C++: mastery of C++20 fundamentals (lambdas, move semantics, reference types, virtual/static functions), with strong CS fundamentals - design patterns and algorithmic complexity across imperative, OO and functional styles.
- Distributed systems: solid grasp of load balancing, HA / failover, inter-service communication, idempotency and ACID guarantees.
- Networking & protocols: hands-on with messaging / queuing, Pub/Sub, TCP, UDP and multicast. Market-data protocols (FIX, ITCH) preferred.
- Optimization & architecture: proven system-architecture design, latency optimization and performance tuning for trading environments.
- Collaboration: strong stakeholder management, multi-disciplinary teamwork and a continuous-learning mindset.
- A background in a trading firm, hedge fund, or investment bank is strongly preferred.
Duties
- Engine development: design and build best-in-class distributed systems that process high-throughput financial market data.
- Full-lifecycle ownership: drive system architecture, coding, testing (unit, integration, end-to-end, stress, performance) and deployment.
- Execution & trade-offs: translate complex, ambiguous requirements into clear tasks, balancing MVP vs. enterprise-grade and speed-to-market.
Conditions
- Location: fully remote - UK (primary), Netherlands, or France.
- Engagement: 12-month contract, convertible to a permanent role by mutual agreement.
- Level: senior individual contributor - a hands-on, greenfield build role, not a management position.
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