Company Overview:Join a leading quantitative trading firm at the forefront of financial innovation. We apply cutting-edge technology and data science to drive market insights and trading strategies. As they continue to expand the tech-driven approach, we're looking for talented engineers with a background in file systems and storage platforms to help optimize and enhance our performance.Role Overview:As a C++ Engineer focused on File Systems and Storage Platforms, you will play a pivotal role in ensuring the reliability, scalability, and performance of our data infrastructure. You will be involved in architecting and developing highly efficient systems that handle large-scale, low-latency storage and data access, a key component in the high-frequency trading environment.You will leverage your experience with C++ to design and optimize storage solutions, with a particular focus on managing real-time data feeds, distributed file systems, and high-performance computing environments. This is a fantastic opportunity for C++ engineers who want to break into the finance space, working with some of the brightest minds in quantitative trading.Responsibilities:Develop and optimize C++ code to enhance the performance, reliability, and scalability of our file systems and storage platforms.Design and implement high-performance, low-latency storage solutions that handle large volumes of financial data.Work closely with trading and quantitative research teams to build solutions that support fast and efficient data access, retrieval, and processing.Implement real-time data feeds handling, ensuring that incoming market data is stored, indexed, and made available with minimal delay.Build and maintain distributed file systems and storage systems optimized for high-frequency trading environments.Write clean, efficient, and maintainable C++ code while adhering to industry best practices and performance benchmarks.Troubleshoot and optimize complex system performance bottlenecks, ensuring ultra-low latency and fault tolerance.Collaborate with cross-functional teams to design solutions for scaling systems and handling large-scale data workflows.Key Qualifications:Bachelor's degree in Computer Science, Engineering, or related field.Extensive experience in C++ programming, with deep knowledge of advanced concepts (e.g., memory management, multithreading, low-level optimization).Strong background in file systems, storage platforms, and distributed systems.Proven experience working with high-performance computing environments, ideally involving real-time data storage and access.Experience with storage technologies such as databases, file systems (e.g., NFS, HDFS), and distributed storage frameworks.Knowledge of tools for performance profiling, benchmarking, and optimizing large-scale systems.Familiarity with modern C++ (C++11 and beyond) and associated libraries.Passion for financial markets and a desire to apply engineering skills to solve complex problems in quantitative trading.Preferred Qualifications:Experience working in or exposure to the financial services industry, particularly quantitative trading.Familiarity with high-frequency trading (HFT) systems and their associated challenges.Knowledge of multi-threading and concurrent programming, especially in a low-latency environment.Experience with cloud-based infrastructure or distributed systems frameworks.How to Apply:Interested applicants are encouraged to submit their resume, highlighting relevant technical experience in C++ and storage platforms, as well as any personal projects or contributions to open-source technologies.

This range is provided by Zenith Search. Your actual pay will be based on your skills and experience — talk with your recruiter to learn more.
Base pay range  $200,000.00/yr - $500,000.00/yr
Software Developer – Commodities Trading
We are partnering with a leading global investment firm to find an outstanding  Python developer  for their  Commodities  technology team in  Miami . This role offers the opportunity to work in a dynamic, technology-driven trading environment where your contributions will have a direct and visible impact on trading strategies and execution.
Please note: If the role sounds interesting to you, but you are unable to be based in Miami, there is flexibility to consider candidates to be based in New York, Chicago, Austin and London!
The Role:
The team is focused on  generating alpha  by leveraging directional and relative value strategies in both physical and financial commodities markets.
In this role you will design and optimize  trading algorithms and infrastructure , working on  real-time systems  helping to enhance scalability, efficiency, and automation across commodities trading. You can also expect to work with large data sets and build data analytics trading tools, dipping into predictive analytics, elements of ML and imaging.
You’ll  collaborate closely with traders and quantitative researchers , translating business needs into cutting-edge technical solutions.
Requirements:
2 to 8 years  of postgraduate  software development  experience
Bachelor’s degree in Computer Science/Engineering, Mathematics, Statistics or a related discipline from a  top-200 university  (according to QS rankings) with a  minimum 3.5 GPA
Excellent  Python programming skills.  Additional proficiency in other programming languages is a plus.
Strong understanding of  data structures, algorithms, system design and distributed computing.
Ability to work both independently, as well as a part of a team, to develop impactful solutions
Experience in  finance is advantageous but not required  – candidates from  alternative technology fields  are encouraged to apply
What’s on Offer:
Work at a top-tier investment firm known for technological excellence
Exposure to a high-impact, front-office role directly shaping trading strategies
Compensation packages significantly above market rates  (starting at $300,000 TC and going up to high six figures), reflecting the firm’s commitment to attracting top talent
Fast-paced, technology and innovation-driven environment
Excellent benefits and social package
Beautiful office in sunny Miami
Seniority level  Mid-Senior level
Employment type  Full-time
Job function  Engineering and Information Technology
Industries  Financial Services, Technology, Information and Media, and Software Development

#J-18808-Ljbffr

A leading  quantitative hedge fund  at the forefront of financial technology is on the lookout for an accomplished  Senior Software Engineer  with expertise in  Python/C++/Java . This firm utilizes advanced Python development, high-performance computing, and sophisticated data processing techniques to drive innovative trading strategies and research.
The Role:
The  Senior Software Engineer  will play a pivotal role in developing, optimizing, and scaling essential systems that support trading and quantitative research. This position is for a technically adept leader who can design robust architectures, mentor junior engineers, and enhance system performance in a dynamic, fast-paced environment.
Key Responsibilities:
Architecting, developing, and optimizing  high-performance applications  using  Python/C++/Java  for trading, research, and data processing.
Building and maintaining scalable distributed systems capable of processing massive data sets.
Improving system performance with a focus on  low-latency, high-throughput, and fault tolerance .
Collaborating with quantitative researchers and portfolio managers to seamlessly integrate complex models and strategies into production.
Upholding best practices in  software engineering .
Qualifications:
Bachelor's, Master's, or PhD in Computer Science, Engineering, or a related field.
Expert-level proficiency  in  Python/C++/Java , emphasizing performance optimization and clean, maintainable code.
Robust understanding of  distributed computing, multi-threading, and real-time systems .
Experience with large-scale  data processing pipelines  and time-series databases.
Prior experience in a  quantitative finance or high-frequency trading environment  is a significant advantage.
Why Join the Firm?
Collaborate with world-class engineers and quantitative researchers in a vibrant environment.
Engage with  challenging engineering problems  in financial technology.
Access cutting-edge tools and technology to drive meaningful innovation.
Enjoy competitive compensation, performance-based bonuses, and comprehensive benefits.
High-caliber  Python/C++/Java  engineers seeking a high-impact role in quantitative finance are encouraged to apply.
Apply today and be part of shaping the future of algorithmic trading!

A leading quantitative hedge fund operating at the forefront of financial technology is seeking an experienced Senior/Staff Software Engineer specializing in Python/C++/Java. This firm leverages advanced Python development, high-performance computing, and sophisticated data processing techniques to drive trading strategies and research. The Role: The Senior/Staff Software Engineer will be responsible for developing, optimizing, and scaling critical systems that support trading and quantitative research. This role requires a technically skilled leader capable of designing robust architectures, mentoring junior engineers, and driving performance improvements in a fast-paced environment. Key Responsibilities: <ul> <li>Architecting, developing, and optimizing high-performance Python/C++/Java applications for trading, research, and data processing. </li><li>Building and maintaining scalable distributed systems capable of handling massive data sets. </li><li>Enhancing system performance with a focus on low-latency, high-throughput, and fault tolerance. </li><li>Collaborating with quantitative researchers and portfolio managers to integrate complex models and strategies into production. </li><li>Ensuring best practices in software engineering </li></ul> Qualifications: <ul> <li>Bachelors, Masters, or PhD in Computer Science, Engineering, or a related field. </li><li>Expert-level proficiency in Python/C++/Java, with a focus on performance optimization and clean, maintainable code. </li><li>Strong understanding of distributed computing, multi-threading, and real-time systems. </li><li>Experience working with large-scale data processing pipelines and time-series databases. </li><li>Prior experience in a quantitative finance or high-frequency trading environment is a strong plus. </li></ul> Why Join the Firm? <ul> <li>Opportunity to collaborate with world-class engineers and quantitative researchers in a dynamic environment. </li><li>Exposure to complex, high-impact engineering challenges in financial technology. </li><li>Access to cutting-edge tools and technology to drive innovation. </li><li>Competitive compensation, performance-based bonuses, and comprehensive benefits. </li></ul> Highly skilled Python/C++/Java engineers looking for a high-impact role in quantitative finance are encouraged to apply. Apply today to contribute to the future of algorithmic trading.

A leading  quantitative hedge fund  operating at the forefront of financial technology is seeking an experienced  Senior/Staff Software Engineer  specializing in  Python/C++/Java . This firm leverages advanced Python development, high-performance computing, and sophisticated data processing techniques to drive trading strategies and research.
The Role:
The  Senior/Staff Software Engineer  will be responsible for developing, optimizing, and scaling critical systems that support trading and quantitative research. This role requires a technically skilled leader capable of designing robust architectures, mentoring junior engineers, and driving performance improvements in a fast-paced environment.
Key Responsibilities:
Architecting, developing, and optimizing  high-performance Python/C++/Java applications  for trading, research, and data processing.
Building and maintaining scalable distributed systems capable of handling massive data sets.
Enhancing system performance with a focus on  low-latency, high-throughput, and fault tolerance .
Collaborating with quantitative researchers and portfolio managers to integrate complex models and strategies into production.
Ensuring best practices in  software engineering
Qualifications:
Bachelors, Masters, or PhD in Computer Science, Engineering, or a related field.
Expert-level proficiency in Python/C++/Java , with a focus on performance optimization and clean, maintainable code.
Strong understanding of  distributed computing, multi-threading, and real-time systems .
Experience working with large-scale  data processing pipelines and time-series databases .
Prior experience in a  quantitative finance or high-frequency trading environment  is a strong plus.
Why Join the Firm?
Opportunity to collaborate with world-class engineers and quantitative researchers in a dynamic environment.
Exposure to  complex, high-impact engineering challenges  in financial technology.
Access to cutting-edge tools and technology to drive innovation.
Competitive compensation, performance-based bonuses, and comprehensive benefits.
Highly skilled  Python/C++/Java  engineers looking for a high-impact role in quantitative finance are encouraged to apply.
Apply today to contribute to the future of algorithmic trading.

Software Engineer Zenith Search Jobs

Software Engineer C
March 19, 2025

Quantitative Software Engineer
March 15, 2025

Senior Software Engineer Quantitative Finance
March 9, 2025

Staff Software Engineer
March 6, 2025

Staff Software Engineer
March 1, 2025

Quick filters

Top companies

Software Engineer Zenith Search Jobs

Software Engineer CMarch 19, 2025

Quantitative Software EngineerMarch 15, 2025

Senior Software Engineer Quantitative FinanceMarch 9, 2025

Staff Software EngineerMarch 6, 2025

Staff Software EngineerMarch 1, 2025