Description

C++, Algo Trading, HFT, Low Latency, Python

A premier market-making firm in Amsterdam is expanding their core trading infrastructure team: the engineers who architect systems where microsecond delays can mean millions in P&L impact. You'd be working directly with quantitative traders to build ultra-low latency execution platforms that process massive data streams in real-time.

What sets this apart is the direct collaboration with trading desks: you're not just maintaining legacy systems, but pioneering next-generation infrastructure that directly impacts market efficiency. The team values deep CS fundamentals and gives engineers significant autonomy over technical decisions to build things such as lock-free algorithms, cache-optimized code paths, and custom network protocols.

A strong opportunity to have high input into market-leading systems at a top financial services firm, with top-end compensation within the finance industry including tailored pay packages.

This role requires candidates able to work 5 days per week onsite in Amsterdam. Relocation support is available.

Required Skills:

- Excellent C++ programming ability - you will be using modern versions (17+) in a latency-sensitive environment

- Strong experience working on high-volume data systems, processing terra or petabyte-scale data

- Good knowledge of how HFT works and exposure to multiple asset classes

Nice to have:

- Prior experience in HFT/ algo/ quant trading highly desired

- Prior experience working for a major buyside institution advantageous

- Python

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