Senior C++ Software Engineer - Systematic Trading

  • Templeton and Partners
  • 26/03/2026
Contractor Information Technology Telecommunications SQL Python Software Engineer Testing

Job Description

  • Senior C++ Software Engineer - Systematic Trading
  • 12-month contract - £600 to £850/day (Inside IR35)
  • Global Trading & Supply | High-Performance Systematic Trading Technology

As a Senior C++ Software Engineer, you'll work closely with technologists, quants, and traders to design, optimise, and scale our in-house global derivatives and systematic trading platform. You'll operate across the full stack of proprietary trading technology - from ultra-low-latency exchange connectivity to strategy engines - with the autonomy and impact expected in a high-performance engineering culture.

You will be instrumental in ensuring ultra-low latency, deterministic performance, reliability, and scalability while shaping the next generation of our systematic and algorithmic trading systems.

What You'll Work On Exchange Connectivity

  • Develop software that interacts with major global futures exchanges using native APIs & protocols (FIX, WebSocket, HTTP).
  • Maintain and extend testing suites ensuring robust, consistent connectivity.
  • Optimise exchange communication through Kernel bypass, TLS tuning, and advanced networking techniques.
  • Study and align with detailed exchange behaviours and microstructure.
  • Work across C++, Rust, Python, and Typescript as needed.

Systematic & Algorithmic Trading

  • Build and enhance systematic trading strategies from quant and trader requirements.
  • Improve performance, reliability, and stability of the systematic and algorithmic trading engines.
  • Enhance monitoring, observability, and analytics for Real Time trading operations.
  • Diagnose and resolve production issues (crashes, logic inconsistencies, latency bottlenecks).
  • Support systematic strategy deployment, backtesting workflows, and release preparation.

Technical Experience

  • 5+ years post-graduation C++ in financial markets, ideally in high-performance, low-latency environments.
  • Strong background in multi-threaded, asynchronous, and distributed systems.
  • Deep knowledge of algorithms, data structures, and performance optimisation.
  • Understanding of the full exchange-traded derivatives life cycle.
  • Strong Scripting & automation skills (Python, PowerShell, C#, SQL, etc.).
  • Proven experience with application deployment best practices and proactive system monitoring.

Industry Experience

  • 8+ years in Trading, Systematic Trading, Capital Markets, or Investment Banking environments.
  • Familiarity with global futures exchanges and their native protocols.
  • Exposure to systematic or quantitative trading environments highly desirable.