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 OpportunityYou’ll be working at the core of the trading system, building and enhancing both:Passive (Market Making / Quoting) StrategiesContinuously pricing into the marketRequiring highly scalable, ultra-low latency systemsBalancing competitiveness with risk and reliabilityActive (Takeout) StrategiesReacting to market signals in microsecondsIdentifying and executing high-value opportunities ahead of competitorsWorking closely with FPGA and low-level systems to optimise performanceWhat You’ll Be DoingDeveloping high-performance C++ components within live trading strategiesConsuming and processing real-time market dataDesigning systems that make split-second trading decisionsWorking across the full stack: market data, pricing, risk, execution, and networkingCollaborating directly with traders to improve strategy performanceContributing to both high-level architecture and low-level optimisation (nanoseconds matter)What They’re Looking ForStrong C++ experience within an HFT or proprietary trading environmentBackground in systems such as:Core trading platformMarket dataOMS / execution systemsDeep understanding of low-latency system designInterest in moving closer to trading strategy and decision-makingWhy This RoleDirect impact on strategy performance and PnLExposure to both passive and active trading systemsWork at the intersection of engineering, trading, and researchOpportunity to move beyond pure infrastructure into strategy developmentIf you’re currently building trading systems and want to get closer to the decision-making layer, this is a natural next step.