The demand for skilled C++ and quantitative developers remains strong across the world’s leading financial centres.
From low-latency trading systems to derivatives pricing and quantitative research, financial institutions continue to seek engineers capable of combining software performance with financial mathematics.
In this edition of C++ for Quants, we’ve selected 30 opportunities across six locations: London, New York, Mumbai, Singapore, Paris and Zurich.
🇬🇧 LONDON
ondon offers a particularly strong combination of derivatives pricing, systematic trading research and performance-critical C++ engineering.
1. Point72 — Quant Library Developer, Macro Technology
Senior / Lead · 7+ years · London compensation undisclosed
Lead the development of C++20+ analytics libraries for derivatives pricing, curve construction, calibration, scenario analysis and risk. The position combines numerical finance with sophisticated software architecture, performance engineering and technical mentoring.
Core technologies: C++20, templates, numerical methods, concurrency, quantitative libraries.
2. DRW — Research Engineer, Options
Mid–Senior · Compensation undisclosed
Build and optimize simulation and backtesting systems used by options researchers and traders. The work spans research implementation, distributed computing and bringing quantitative models into production.
Core technologies: C++, Python, Linux, multithreading, simulation.
3. Qube Research & Technologies — Quantitative Developer, Python/C++
Senior · 5–10 years · Compensation undisclosed
Develop a multi-asset risk and P&L platform, including scenario analysis, derivatives pricing integration, portfolio risk models and large-scale financial calculations. C++ or other compiled-language experience complements strong Python skills.
Core technologies: Python, C++/C#, pricing, P&L, risk modelling.
4. WorldQuant — Senior C++ Software Engineer
Senior · 5+ years · Compensation undisclosed
Develop high-performance C++ infrastructure supporting systematic investment research and portfolio production. The role emphasizes distributed computation, concurrency, Linux and scalable research technology.
Core technologies: C++, Linux, distributed systems, Python, concurrency.
5. DV Trading — Graduate Software Engineer, Commodities
Graduate · Summer 2027 intake · Compensation undisclosed
Work alongside commodity traders and quantitative researchers to develop production trading applications, infrastructure and analytical tools. A strong entry point for graduates proficient in C++ or Python.
Core technologies: C++/Python, Linux, trading systems, testing.
Employer careers & application listings
🇺🇸 New York
ew York stands out for its published compensation ranges, systematic trading platforms and some of the industry’s most advanced C++ engineering challenges.
1. Citadel — C++ Quantitative Research Engineer
Senior · $275,000–$350,000 US base + discretionary bonus
Build high-performance software powering systematic strategies, including real-time data processing, trading execution, distributed research infrastructure and low-latency machine-learning inference.
Core technologies: Modern C++, Linux, low latency, distributed computing, ML infrastructure.
Citadel careers — search C++ Quantitative Research Engineer ·
2. Schonfeld Strategic Advisors — Principal C++ Software Engineer
Principal · 10+ years · $275,000–$300,000 US base + possible bonus
Architect low-latency electronic trading systems, exchange connectivity and execution infrastructure. Emphasis on kernel bypass, lock-free programming, CPU caches, NUMA and hands-on technical leadership.
Core technologies: C++, Linux, networking, NUMA, lock-free concurrency.
Schonfeld careers — search Principal C++ Engineer
3. QRT — C++ Developer, ETF Technology
Senior · 7+ years · Previously advertised $180,000–$300,000 US base
Develop high-performance C++ infrastructure for ETF trading, real-time market data, financial messaging and event-driven applications.
Core technologies: C++, Linux, multithreading, distributed systems, ETF market infrastructure.
Job specification & apply · First observed October 19; original publication date uncertain
4. Point72 — Quant Library Developer, Macro Technology
Senior / Lead · $200,000–$300,000 US base + discretionary bonus
Develop production C++ quantitative analytics for macro investment strategies, covering derivatives pricing, yield curves, calibration, valuations and risk.
Core technologies: C++20, numerical analytics, modelling libraries, concurrency.
Job specification & apply · Older continuing opportunity; also listed in London
5. WorldQuant — Junior Quantitative Developer
Junior · $125,000–$175,000 US base + discretionary bonus
Build software supporting portfolio managers and quantitative investment operations. The role involves Python or C++, Linux, internal applications and maintaining production portfolio-management services.
Core technologies: Python/C++, Linux, Git, portfolio management.
WorldQuant careers — search Junior Quantitative Developer · Individual application URL not reverified
🇮🇳 Mumbai
1. Optiver — Lead Quantitative Engineer
Lead / Principal · Compensation undisclosed
Lead the design and implementation of quantitative trading systems, including C++ automated traders and tools for researchers. Mentor engineers and help shape systematic trading technology across APAC.
Core technologies: C++, automated trading, system architecture, performance engineering.
Job specification & apply · Employer application active
2. IMC Trading — C++ Software Engineer
Mid–Senior · Compensation undisclosed
Work on latency-critical exchange connectivity, real-time market data and automated execution systems. Collaborate with quantitative researchers, traders and engineers on end-to-end development.
Core technologies: C++, Linux, market-data processing, execution algorithms, advanced hardware.
Job specification & apply · Employer application active
3. Greenland Investment Management — Junior C++ Developer
Junior / Early career · Compensation undisclosed
Develop tick-by-tick market-data adapters, order-routing gateways and OMS/EMS systems for a quantitative commodity hedge fund. Work directly on ultra-low-latency trading infrastructure.
Core technologies: C++, Linux, exchange protocols, order management, Python.
Job specification & apply · Employer application active; older listing
4. AlphaGrep Securities — C++ Developer
Junior–Mid · Compensation undisclosed
Build, test and deploy high-performance software powering systematic trading strategies. Collaborate with quantitative researchers across equities, commodities, currencies and fixed income.
Core technologies: C++, Linux, algorithms, quantitative research, low-latency trading.
Job specification & apply · Employer listing says India; confirm Mumbai placement
5. AlphaGrep Securities — Quantitative Analyst
Junior–Mid · Compensation undisclosed
Research, backtest and improve systematic strategies while collaborating with the technology team on trading-system development. Particularly suitable for candidates combining statistics with software engineering.
Core technologies: C++/Python/R, Linux, backtesting, statistical modelling.
Job specification & apply · Broader quant role; confirm Mumbai placement
🇸🇬 Singapore
1. XTX Markets — C++ Software Engineer
Experienced · Compensation undisclosed
Develop proprietary algorithmic trading technology spanning market-data processing, trading algorithms and execution. Strong emphasis on software performance, hardware efficiency and scalable systems.
Core technologies: C++, Linux, CPU/memory optimization, Python, trading systems.
Job specification & apply · Employer application active
2. Millennium Management — Senior C++ Engineer, High-Frequency Trading
Senior / Lead · Compensation undisclosed
Engineer execution and market-data systems used by systematic trading teams. Work on direct market access, exchange feeds, packet capture and ultra-low-latency infrastructure.
Core technologies: C++, Linux, networking, market data, low-latency optimization.
Millennium official vacancy — REQ-29086 · Employer listing active
3. DRW — Quantitative Developer, Equity Options
Mid–Senior · Compensation undisclosed
Develop C++ and Python pricing and execution systems for Asian equity options. Work directly between quantitative research and live trading, with stringent latency and availability constraints.
Core technologies: C++, Python, derivatives pricing, execution, multithreading.
Job specification & apply · Employer application active; older continuing vacancy
4. Optiver — C++ Software Engineer, Commodities
Mid–Senior · Compensation undisclosed
Build trading and pricing software for commodities markets, combining low-latency execution, simulation, market data and tools used directly by researchers and traders.
Core technologies: C++, distributed systems, pricing infrastructure, Python.
Optiver official careers — search Singapore C++ Software Engineer · Exact job URL not reverified
5. DRW — Software Developer Intern (C++)
Internship · Summer 2027 · Compensation undisclosed
Develop computationally intensive applications supporting trading and risk, under the guidance of senior engineers. Projects are intended to reach production during the internship.
Core technologies: C++, algorithms, testing, quantitative trading systems.
Job specification & apply · Active official graduate recruitment
🇫🇷 Paris
1. Sijo — IT Quant C++
Junior–Mid · €45k–€60k/year permanent or €400–€550/day freelance
Develop quantitative pricing libraries and front-office analytical components in C++. Implement financial models, optimize calculation performance and collaborate with quants, traders and risk managers.
Core technologies: C++14/17/20, Linux, Python, numerical methods, derivatives pricing.
Job specification & apply · Posted October 9, 2026
2. Meritis — Développeur C++ Fixed Income
Mid-level · 3+ years · Compensation undisclosed
Develop fixed-income market-access applications, including exchange connectors, data interfaces and real-time controls. Work on software supporting electronic trading and production reliability.
Core technologies: C++, multithreading, REST APIs, fixed-income markets, DevOps.
Job specification & apply · Employer application accessible; posting date unverified
3. Ingéniance — Développeur Sophis C++ / C#, Dérivés Actions
Mid–Senior · Compensation undisclosed
Develop C++ and C# functionality within Sophis, supporting equity derivatives, structured products and integration with quantitative pricing engines.
Core technologies: C++, C#, Sophis, pricing integration, equity derivatives.
Employer job board — Développeur Sophis C++ / C# · Posted October 16, 2026
4. Ingéniance — Développeur C++ / C#, Finance de Marché
Mid–Senior · Compensation undisclosed
Contribute to front-to-back financial-markets systems, including derivatives trade capture, financial software integration and production engineering.
Core technologies: C++, C#, databases, trading applications, automated testing.
Job specification & apply · Posted October 5, 2026
5. Qube Research & Technologies — 2027 Software Engineering & Quantitative Development Internship
Student / Internship · Compensation undisclosed
Work on software engineering or quantitative-development projects at a systematic investment manager. A suitable opportunity for students interested in transitioning into production quantitative finance technology.
Core focus: Software engineering, quantitative systems, numerical computing and research infrastructure.
Job specification & apply · 2027 recruitment; Paris included
🇨🇠Zurich
1. Julius Baer — Senior Quantitative Analyst, Interest Rate Pricing Models
Zurich · Senior / Expert · 12-month contract · Compensation undisclosed
Design and implement interest-rate derivatives pricing models, working alongside traders, risk managers and engineering teams to bring quantitative analytics into production.
Core technologies: Numerical pricing models, stochastic calculus, compiled languages; Scala/Java mentioned, C++ not mandatory.
View job specification & application route · Posted October 10, 2026
2. Julius Baer — Senior Java/C++ Developer, Market Pricing & Volatility
Zurich · Senior · 12-month contract · Compensation undisclosed
Develop mission-critical pricing and volatility management systems for FX options, FX rates, structured products and derivatives. Work directly with traders and quants on low-latency production applications.
Core technologies: Java, C++, derivatives systems, low-latency engineering.
3. IMC Trading — Core Developer, Digital Assets
Zug, not Zurich · Experienced · Compensation undisclosed
Build ultra-low-latency trading systems, market-data infrastructure and exchange connectivity for digital assets. Strong emphasis on C++ performance, Linux and low-level networking.
Core technologies: C++, Linux, concurrency, CPU optimization, exchange protocols.
Job specification & apply · Employer vacancy accessible; date unverified
IMC Trading
4. IMC Trading — Quant Developer, CeFi Digital Assets
Zug, not Zurich · Mid–Senior · Compensation undisclosed
Develop trading algorithms, exchange connectivity and execution strategies for centralized digital asset markets. Research exchange microstructure and implement systematic trading improvements.
Core focus: Quantitative algorithms, mathematical modelling, Linux, market microstructure. C++ is not expressly required.
5. Mathrix — Quant Developer
Zug, not Zurich · Graduate–Mid / Experienced · Compensation undisclosed
Develop production software and quantitative models for automated trading strategies. Work on research, backtesting and implementation alongside trading professionals. The firm explicitly considers both graduates and experienced candidates.
Core focus: Quantitative models, numerical programming, backtesting and automated trading. The accessible description does not mandate C++.
