C++ Software Engineer - Outside IR35 - Up to £700 per day
Posted Today by Hunter Bond
£700 Per day
Outside
Hybrid
London Area, United Kingdom
Summary: The role of C++ Software Engineer involves working with a leading Technology Firm to enhance their Market Data team through the development of low-latency C++ systems. The successful candidate will engage with financial markets technology and real-time market data, collaborating closely with various stakeholders in a front office environment. This position requires strong technical expertise in C++ and a solid understanding of financial markets. The role is hybrid and classified as outside IR35.
Key Responsibilities:
- Architecture and Implementation of Low Latency C++ systems.
- Work alongside hardware and software teams to build real-time market data processing.
- Define, implement and enforce SLAs, policies and metrics to monitor the area.
- Develop Systems, Interfaces and tools for historical market data simulations.
- Build and maintain automated test and bench market framework, risk management, performance tracking.
Key Skills:
- Strong C++ expertise (OOP, data structures, algorithms; modern C++ and templates a plus).
- Solid financial markets experience across multiple asset classes.
- Deep knowledge of low-latency, real-time system design and trading protocols.
- Extensive experience building and managing large-scale market data systems.
- Strong understanding of Linux internals, networking, and CPU architecture optimization.
- Proficient in additional languages (e.g., Java, Python), cloud platforms (AWS/GCP), and containers (Docker/Podman).
- Excellent communication and leadership skills.
Salary (Rate): £700 daily
City: London
Country: United Kingdom
Working Arrangements: hybrid
IR35 Status: outside IR35
Seniority Level: undetermined
Industry: IT
C++ Software Engineer - Outside IR35 Contract
London, UK
Long-Term Engagement on a Rolling Contract
Hybrid Working
We have partnered with a leading Technology Firm who are looking to add a Software Engineer with skills on C++ to their Market Data team!
The succesful candidate will have experience in Financial Markets Technology and realtime market data expertise. It's a Front Office position so you must be comfortable speaking with Portfolio Managers, Traders, C-Suite etc...
Responsibilities will include :
- Architecture and Implementation of Low Latency C++ systems (robust, resilient, accurate, stable and fast) - by doing this you will position the client as a leader in Quant Trading.
- Work alongside hardware and software teams to build realtime market data processing.
- Define, implement and enforce SLAs, policies and metrics to monitor the area.
- Develop Systems, Interfaces and tools to historical market data simulations to increase research productivity.
- Build and maintain automated test and bench market framework, risk management, performance tracking etc...
Required Skills :
- Strong C++ expertise (OOP, data structures, algorithms; modern C++ and templates a plus)
- Solid financial markets experience across multiple asset classes
- Deep knowledge of low-latency, real-time system design and trading protocols (DMA, market data focus)
- Extensive experience building and managing large-scale market data systems (Bloomberg, Reuters, FactSet; on-prem & cloud)
- Strong understanding of Linux internals, networking, and CPU architecture optimization
- Proficient in additional languages (e.g., Java, Python), cloud platforms (AWS/GCP), and containers (Docker/Podman); excellent communication and leadership skills