Strategy Developer HFT C++ Engineer
Durlston Partners
Job Overview
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Job Description
Overview
A leading global market-making firm in digital assets is hiring Strategy Developer HFT C++ Engineers to help scale and evolve its high-frequency trading platform. Operating across centralised and decentralised venues, the firm trades at significant scale and is investing heavily in performance, strategy sophistication, and system robustness. This role is fully remote and open to strong candidates globally, particularly within Europe/APAC friendly time zones.
Role Scope
This position sits directly on the trading engine, building and refining high-performance strategies that operate across multiple asset classes and venues. You will work closely with traders and researchers to design, deploy, and optimise strategies in fast-moving markets, with a strong emphasis on correctness, speed, and adaptability.
The environment blends systematic and opportunistic trading, requiring engineers who understand both software performance and trading dynamics.
What You’ll Do
- Develop and optimise HFT and low-latency trading strategies in C++
- Work across strategy logic, execution, and real-time risk controls
- Collaborate with quants and traders on signal research and strategy design
- Improve system performance, determinism, and resilience under load
- Analyse live trading behaviour and iterate rapidly based on real-world feedback
- Contribute to the evolution of a global, multi-venue trading platform
- Take ownership of production systems and respond to live trading issues when required
Required Experience & Skills
- Strong C++ experience in performance-critical or real-time systems
- Background in electronic trading, market-making, or latency-sensitive environments
- Deep understanding of data structures, algorithms, and systems programming
- Comfortable operating in ambiguous, fast-paced environments with real financial impact
- Strong problem-solving skills and an ownership mindset
Preferred / Nice-to-Have
- Experience in HFT, prop trading, or systematic trading environments
- Exposure to digital asset markets (spot, derivatives, DeFi), though not required
- Familiarity with exchange APIs, market data feeds, and execution logic
- Experience working remotely in globally distributed teams
What This Role Is Not
- Not a research-only quant role
- Not a backend web or application engineering position
- Not a slow-moving or maintenance-focused environment
Why This Opportunity
- Direct ownership of trading logic in live markets
- Fully remote role with global scope and impact
- High-calibre team combining trading, quantitative research, and engineering
- Fast iteration cycles and strong engineering influence over strategy outcomes
- Competitive compensation aligned with performance and responsibility
Key skills/competency
- C++
- HFT
- Low-latency
- Market Making
- Digital Assets
- Trading Strategies
- Algorithms
- Systems Programming
- Real-time Systems
- Performance Optimization
How to Get Hired at Durlston Partners
- Research Durlston Partners' culture: Study their mission, values, recent news, and employee testimonials on LinkedIn and Glassdoor.
- Tailor your C++ resume: Highlight HFT, low-latency, and real-time systems experience specifically for Durlston Partners.
- Showcase trading domain knowledge: Emphasize electronic trading, market-making, or latency-sensitive environment experience.
- Prepare for technical depth: Expect in-depth questions on C++ algorithms, data structures, and systems programming.
- Demonstrate ownership and adaptability: Be ready to discuss problem-solving and rapid iteration in fast-moving markets.
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