We’re hiring a Quant Developer to join a proprietary trading firm expanding its ultra-low-latency infrastructure and strategy execution stack.
This role sits at the intersection of quant research and high-performance C++ engineering.
Quant-driven trading environment
Ultra-low-latency infrastructure
Strong collaboration between traders, researchers & engineers
Rapid strategy development with real P&L feedback
You’ll be the dedicated engineer working directly on live trading strategy code.
Deep dive into existing strategies and infrastructure
Refactor and optimize live trading systems
Translate quantitative models into production-grade C++
Reduce tick-to-trade latency across critical components
Design and implement new strategies with performance-first mindset
Improve research-to-production handoff pipelines
Your work will directly impact trading performance.
Strong quantitative foundation (math, statistics, algorithms)
Experience in trading or financial markets (HFT preferred)
3–5+ years of modern C++ (17/20) in performance-critical systems
Deep understanding of multithreading & concurrency
Experience with low-latency architecture design
Solid engineering discipline and production mindset
Experience with networking protocols & exchange connectivity
Familiarity with distributed systems
Exposure to cloud environments (for research/backtesting)
Scripting for tooling & diagnostics
Experience building monitoring or visualization tools
Flexible working hours
Relocation package to Dubai
Annual team off-sites
Direct exposure to trading performance
Fast career progression in quantitative trading
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