Strategy Developer, HFT C++ Engineer, Prop Trading

Overview

Durlston Partners, a leading global market-making firm in digital assets, is seeking a Strategy Developer, HFT C++ Engineer to significantly scale and evolve its high-frequency trading platform. Operating across both centralised and decentralised venues, the firm executes trades at a substantial scale and is heavily investing in enhancing performance, refining strategy sophistication, and bolstering system robustness. This position offers full remote work and is open to highly qualified candidates globally, with a particular focus on Europe and APAC regions.

Role Scope

This critical position directly impacts the trading engine, focusing on the development and refinement of high-performance strategies that span multiple asset classes and trading venues. You will collaborate closely with expert traders and researchers to design, deploy, and meticulously optimise trading strategies within fast-moving markets, placing paramount importance on correctness, speed, and adaptability.

The environment seamlessly blends systematic and opportunistic trading methodologies, requiring engineers who possess a deep understanding of both cutting-edge software performance and intricate trading dynamics.

What You’ll Do

• Develop and optimise high-frequency trading (HFT) and low-latency trading strategies using C++.
• Work across various aspects including strategy logic, execution mechanisms, and real-time risk controls.
• Collaborate effectively with quantitative researchers and traders on signal research and sophisticated strategy design.
• Continuously improve system performance, determinism, and resilience under heavy load conditions.
• Analyse live trading behaviour rigorously and iterate rapidly on strategies based on real-world feedback.
• Contribute actively to the ongoing evolution of a global, multi-venue trading platform.
• Take direct ownership of production systems and be prepared to respond to live trading issues promptly when required.

Required Experience & Skills

• Strong C++ experience, particularly in performance-critical or real-time systems.
• A proven background in electronic trading, market-making, or other latency-sensitive environments.
• Deep understanding of data structures, algorithms, and systems programming principles.
• Comfortable operating in ambiguous, fast-paced environments where decisions have real financial impact.
• Strong problem-solving skills coupled with a proactive ownership mindset.

Preferred / Nice-to-Have

• Direct experience in HFT, proprietary trading, or systematic trading environments.
• Exposure to digital asset markets (including spot, derivatives, and DeFi), although not strictly required.
• Familiarity with exchange APIs, market data feeds, and execution logic.
• Experience working effectively in globally distributed remote teams.

What This Role Is Not

• This is not a research-only quantitative role.
• This is not a backend web or general application engineering position.
• This is not a slow-moving or maintenance-focused work environment.

Why This Opportunity

• Direct ownership of critical trading logic within live, high-impact markets.
• A fully remote role offering global scope and significant impact.
• Join a high-calibre team that integrates expertise in trading, quantitative research, and engineering.
• Benefit from fast iteration cycles and strong engineering influence over strategic trading outcomes.
• Receive competitive compensation directly aligned with performance and responsibility.

Key skills/competency

• C++
• High-Frequency Trading (HFT)
• Low-latency Systems
• Trading Strategies
• Market-Making
• Algorithms
• Data Structures
• Systems Programming
• Digital Assets
• Real-time Systems