A strong month for C++ quant hiring, especially in low-latency trading, systematic research infrastructure and pricing. London and New York remain the deepest markets, while Singapore shows solid demand around trading systems and quant analytics. The common denominator: modern C++, Python, Linux and increasingly end-to-end ownership from research through production.
🇬🇧 LONDON
Citi — Quant Developer, VP
⚙️ C++ quant development within Citi’s Markets Quantitative Analysis Rates team, working with multiple datasets and front-office quantitative infrastructure. Citi Careers
Why it made the cut: strong direct match for the C++ + derivatives/markets side of quant development.
Qube Research & Technologies — Quantitative Developer, Digital Assets (C++)
⚙️ C++20/23 on Linux for high-frequency and low-latency crypto trading, working directly with traders and quant researchers. WallStreetQuants
Why it made the cut: unusually explicit modern-C++ role with direct exposure to alpha, execution and low-latency trading.
Quadrature — Quantitative Developer
⚙️ Quant development across automated trading, low-latency stream processing, research infrastructure and execution; the stack includes C++, Python and Rust. Jobijoba
Why it made the cut: broad quant-engineering scope at a systematic trading firm, rather than a narrowly scoped software role.
🇺🇸 New York
Millennium Management — Quantitative Developer, C++ / Low-Latency Systems
⚙️ High-performance C++ and low-latency systems for systematic trading infrastructure.
Why it made the cut: A very direct C++ × quantitative trading role with a strong performance-engineering component.
Point72 — Quant Library Developer, Macro Technology
⚙️ Quantitative libraries and technology supporting Point72’s macro investment platform.
Why it made the cut: Strong fit for developers interested in reusable quant libraries, analytics, and front-office infrastructure rather than pure execution engineering.
Goldman Sachs — Quantitative Developer, Systematic Market Making
⚙️ Quantitative development within Global Banking & Markets, focused on systematic market making.
Why it made the cut: Strong combination of quantitative finance, engineering, and direct exposure to systematic trading..
🇸🇬 Singapore
Luxoft Singapore — C++ Developer, Trading Systems / Quantitative / Risk Calculations
⚙️ C++ development across trading systems, pricing engines, quantitative libraries, Murex integration and risk calculations in a Global Markets environment. LinkedIn
Why it made the cut: Strong fit for readers interested in the pricing/risk side of C++ quant development rather than only low-latency execution.
Optiver — C++ Software Engineer
⚙️ C++ engineering for commodities trading systems, covering pricing, quoting, execution, research tooling, backtesting and performance-sensitive infrastructure. LinkedIn
Why it made the cut: Excellent C++ × quant fit, with direct collaboration with traders and researchers and a clear path from research ideas to live trading systems.
Nicoll Curtin — C++ Engineer, Trading
⚙️ High-performance C++/Rust engineering for low-latency trading infrastructure, covering market data, exchange connectivity, execution and system optimisation. LinkedIn
Why it made the cut: A strong systems-heavy option for developers interested in latency, networking, concurrency and performance-critical trading software.
🇫🇷 Paris
Qube Research & Technologies — Quantitative Developer, C++
⚙️ C++ quantitative development within a systematic investment firm, with direct relevance to research and trading infrastructure. LinkedIn
Why it made the cut: Probably the cleanest pure C++ + systematic quant role in the current Paris selection.
Capital Fund Management (CFM) — Quantitative Developer, Equity & Options Portfolio Construction
⚙️ Quant development for systematic equity and options portfolios, including production and large-scale backtesting environments focused on statistical and volatility arbitrage. LinkedIn
Why it made the cut: Very strong quant-finance content and unusually close proximity to portfolio construction and systematic research.
XRAYS TRADING — IT Quant C++ / C#
⚙️ Front-office quant development on rates products, with C++/C# and direct desk exposure. LinkedIn
Why it made the cut: A good representation of the classic Paris front-office IT quant path: derivatives, pricing, and close interaction with the trading desk.
