C++ quant Work, Jobs (with Salaries)

Reya Labs - Rust Engineer
deCircle —London
- Full-time
- Remote
- Computer Science
- Master's degree
- Bachelor's degree
Quick apply
Technical Auditor - Investment Banking
Alexander Mann Solutions (AMS) —London
- AI
- Banking
Commodities Quantitative Analyst (Assistant Vice President)
Citi —London
- Full-time
- Hybrid work
- Doctoral degree
- Master's degree
- Communication skills
- Employee assistance programme
- Employee discount
Python Counterparty Credit Risk Senior Developer, Vice President
Citi —London
- Full-time
- English
- C++
- Mentoring
- Annual leave
- Employee assistance programme
Senior Software Engineer - Advisory Suite
Alpaca —London
- Remote
- Databases
Quick apply
Systematic Energy Portfolio Manager
J.K. Barnes —London
- C++
Intern - Quantitative Research, Fixed Income and Credit (12 months)
Natixis CIB London —London
- Doctoral degree
- Master's degree
- Maths
GBM Public: FICC SMM Quantitative Researcher, ASO/VP, London
Goldman Sachs —London
- Full-time
- Communication skills
- Employee assistance programme
Intern - Quantitative Research, Fixed Income and Credit (12 months)
Natixis —London
- Doctoral degree
- Master's degree
- Maths
WQBRAIN Researcher
WorldQuant —London
- Engineering
- Research
- Business development
Financial Data Sales Associate, EMEA
Databento —London
- Remote
- C++
- Communication skills
Quick apply
FO Fixed Income (Rates, Inflation & Credit) – VP
BBVA —London
- Full-time
- Doctoral degree
- Writing skills
- Engineering
8d
Execution Research Lead
Durlston Partners —London
- Up to £170,000 a year
- Research
Quantitative Credit Strategist
Deutsche Bank —London
- Full-time
- Doctoral degree
- Master's degree
- Analysis skills
- Employee discount
Senior Manager/ Assistant Director, Traded & Quantitative Risk - Fixed Term Contract
Deloitte —Aberdeen
- Hybrid work
- Bachelor's degree
- Team management
- Business
Quant Developer - AHL
Man Group —London
- Engineering
- Maths
- Software development
- Annual leave
- Sick pay
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Lead Technical Recruiter (Quant Engineering)
Ripple —London
- Full-time
- C++
- Communication skills
- Analytics
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Senior Quantitative Model Validation Analyst - XVA / CVA (Remote)
Capitex —United Kingdom
- Remote
- Doctoral degree
- Data analysis skills
- Master's degree
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Reya Labs - Rust Engineer

deCircle
London

Quick apply

Job details

Full-time

Qualifications

Performance tuning
Rust (programming language)
Computer Science
Stakeholder collaboration
Relational databases
Mentoring junior staff
Data structures
Disaster recovery
Master's degree
OS Kernels
Docker
Bachelor's degree
Redis
Operational security implementation
Back-end development
Multidisciplinary collaboration
Kafka
Unit testing
Design documentation
System security
Communication skills

Full job description

As a Senior Backend Engineer, you will play a crucial role in designing, developing and maintaining robust and scalable backend systems. Your role goes beyond writing code—you’ll architect systems that are resilient, secure, and optimized for low-latency, real-time processing. We’re a dynamic, forward-thinking, fully remote team with an ambitious roadmap and a relentless drive to make things happen.

The ideal candidate is someone who loves DeFi, web3, engineering, security, rigor and speed. If you’re a highly skilled Senior Backend engineer with over eight years of experience with a commitment to code quality and state-of-the-art software testing practices, we want to hear from you.

Responsibilities

Backend Development: Design, develop, and maintain the core backend systems that power the Reya DeX and Network. This includes writing clean, efficient, and maintainable code. The exchange backend will need to support a high-throughput order-book and index on-chain data into event queues and various persistence layers to be consumed by the UI and Risk Dashboards via scalable APIs and WebSockets.
System Architecture: Define the high-level structure of the backend systems, the data flow, and interactions between the various components of the backend stack. Focus on messaging and event-driven architecture patterns common in financial services.
Reliability, Performance & Availability: Ensure the architectural design addresses reliability and high availability and performance requirements. Implement failover mechanisms, redundancy, and disaster recovery plans to minimize downtime.
Security: Implement and maintain robust security measures to protect backend systems and APIs from a variety of attack patterns including but not limited to DDoS attacks, data breaches, injection attacks.
Data Storage Strategy: Define the strategy for data storage, including selection of databases and data models suitable for financial applications. Consider trade-offs between relational, key-value stores and messaging queues.
Testing Strategy: Develop and execute a comprehensive testing strategy including unit, integration, security, load and performance testing. Collaborate with the development team to create and maintain detailed test reports and testing processes.
Technological Evaluation: Stay updated on emerging technologies and trends in backend development and architecture. Evaluate the potential adoption of new tools, frameworks, and methodologies to enhance our systems’ performance and scalability.
Documentation and Communication: Clearly document the architectural design, making it accessible to the development team and non-technical audience. Collaborate with software engineers to implement the design effectively and ensure that it aligns with the intended goals.
Code Review: Participate in code reviews, mentor junior engineers, and enforce coding standards and best practices.
Team Collaboration: Work closely with the cross-functional team, including on-chain and front end engineers as well as the heads of product management and quant, cto and ceo.

8+ years of experience as a Backend Engineer with experience working in financial services industry
6+ years of experience with Rust and/or C++ building highly scalable webservices
Mastery of asynchronous programming and advanced concurrency patterns. Emphasis on thread safety and lock-free data structures.
6+ years of experience designing and maintaining relational databases like PosgreSQL
4+ years of experience with messaging and low latency persistence like Kafka, Redis, RabbitMQ or others
Experience in building and maintaining high-availability systems that have handled significant transaction volumes
Strong verbal and written communication skills and the ability to work effectively in a collaborative team environment
Strong proficiency in securing and hardening backend systems and APIs against evolving security threats.
Strong knowledge of software testing methodologies
Experience with cloud platforms (e.g., AWS, Azure, GCP) and containerization tools (e.g Docker, Kubernetes)

Preferred Qualifications

Bachelor’s or Master’s degree in Computer Science or a related field or equivalent experience
Experience with low-level network programming, including asynchronous I/O, direct socket programming, and familiarity with Linux kernel optimizations (e.g., epoll, zero-copy, or even kernel bypass techniques where applicable)
Experience in fine-tuning latency-sensitive components, particularly in trading systems like order matching engines and risk engines
Familiarity with blockchain technology, smart contracts and decentralized systems
Knowledge and understanding of fundamentals of finance, more specifically derivatives trading

You Should Apply If

You are comfortable working with a small team that deals with complexity, unknowns, and ambiguity
You are excited at the opportunity to help us grow and shape the future of finance
You enjoy rapid prototyping and iterative development

Quick apply

Refine Your Search

c++ quant jobs

Reya Labs - Rust Engineer

Technical Auditor - Investment Banking

Commodities Quantitative Analyst (Assistant Vice President)

Python Counterparty Credit Risk Senior Developer, Vice President

Senior Software Engineer - Advisory Suite

Systematic Energy Portfolio Manager

Intern - Quantitative Research, Fixed Income and Credit (12 months)

GBM Public: FICC SMM Quantitative Researcher, ASO/VP, London

Intern - Quantitative Research, Fixed Income and Credit (12 months)

WQBRAIN Researcher

Financial Data Sales Associate, EMEA

FO Fixed Income (Rates, Inflation & Credit) – VP

Execution Research Lead

Quantitative Credit Strategist

Senior Manager/ Assistant Director, Traded & Quantitative Risk - Fixed Term Contract

Quant Developer - AHL

Lead Technical Recruiter (Quant Engineering)

Senior Quantitative Model Validation Analyst - XVA / CVA (Remote)

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