C++ Lead / Engineering Manager - Systematic Trading

C++ Lead / Engineering Manager - Systematic Trading

Location: London or Amsterdam
Industry: Systematic Trading / Hedge Funds
Work model: Hybrid

Overview:
A leading systematic trading environment is looking to hire a hands-on C++ Engineering Manager to work on business-critical trading systems in a live market environment.

This role is suited to someone operating at lead or manager level who still enjoys being close to the code. The focus is on building and improving low-latency, production trading systems across systematic trading, automated trading, and execution. You will work closely with traders, quants, and engineers to deliver robust technology with direct impact on trading performance.

Responsibilities:

• Lead the design and development of core trading and execution systems in modern C++
• Build and enhance low-latency infrastructure used across systematic trading and execution
• Work closely with traders, researchers, and senior engineers to turn ideas into production capability
• Improve architecture across market data, execution, connectivity, and performance-critical components
• Drive technical quality, scalability, and reliability across live trading systems
• Contribute directly to coding, design decisions, optimisation, and system evolution
• Support and mentor engineers while helping raise the bar technically

Experience:

• Strong hands-on C++ engineering experience in Linux-based trading environments
• Track record of building or owning low-latency, high-performance systems used in production
• Good understanding of market microstructure, market data, and execution workflows
• Experience working closely with traders, quants, or researchers in fast-paced environments
• Previous exposure to market making, HFT, or top-tier hedge fund platforms strongly preferred

Compensation:

Structured to attract high-calibre talent, with strong base, bonus, and benefits.

McGregor Boyall is an equal opportunity employer and do not discriminate on any grounds.