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G-Research

Quantitative finance research applying rigorous methods

C++ Software Engineer

Quantitative DevelopmentConfirmed live in the last 24 hours
Full-timeLondon, UKIn-person

About the Job

Requirements

  • Expertise in low-level systems programming and optimization for extremely low-latency, high-throughput network applications.
  • Ability to analyze and improve application performance using hardware counters and other profiling tools.
  • Deep understanding of modern computer architecture, including cache hierarchies of modern processors.
  • Experience with fast-packet processing in user space and familiarity with kernel-bypass techniques such as Solarflare OpenOnload, TPCDirect, ef_vi, InfiniBand verbs, DPDK, or similar.
  • Financial market knowledge is not required.

Responsibilities

  • Develop high-performance, low-latency systems.
  • Collaborate closely with quantitative researchers and developers.
  • Design and optimize rapid trading systems end-to-end.
  • Apply low-level systems programming and optimization using languages such as C, C++, or similar.

Desired Qualifications

  • Experience optimizing performance in managed runtime languages such as C#.

About the Company

G-Research

Quantitative finance research applying rigorous methods

G-Research applies scientific rigour to solve complex challenges in financial markets. It brings together world-class researchers and engineers to develop data-driven models and trading ideas, testing them through rigorous experimentation and robust infrastructure. Unlike many traditional asset managers, its culture emphasizes deep exploration, reproducibility, methodical execution, and long-term thinking. The goal is to generate alpha through disciplined, evidence-based research that informs investment decisions and advances understanding of financial markets.

Company size
1,001-5,000
Company stage
Not listed
Total funding
Not listed
Headquarters
London, United Kingdom
Founded
2001

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