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Build low-latency C++17/20 trading infrastructure for a proprietary trading firm in Schiller Park, IL — designing high-performance distributed systems that process real-time and historical market data to power live trading, risk, and pricing.
A C++ engineer at a global hedge fund who designs and optimizes high-performance, low-latency trading systems — covering market data ingestion, order execution, and risk management — working closely with portfolio managers, traders, and quant researchers. Core tech is modern C++ (C++17/20).
Build low-latency C++ (C++17/20) trading infrastructure for a proprietary trading firm in Chicago, including execution and order handling, and high-performance distributed systems that process real-time and historical market data at scale to power live trading, risk, and pricing.
Risk Manager - Equities Our client, a quantitative trading firm with a presence in global financial markets is seeking a Risk Manager for their Equities arm. The firm operates across multiple asset classes and…
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