C# Software Engineer

We’re working exclusively with a high-performing quantitative investment fund that is looking to add a talented C# / .NET Software Engineer to its technology team in London.

This is an opportunity to join a highly technical environment where software engineering, quantitative research and financial markets come together. You’ll work alongside exceptional developers, quantitative researchers and traders, building the systems and infrastructure that underpin a sophisticated trading operation.

As a C# / .NET Software Engineer, you’ll be involved in designing, developing and improving high-performance, low-latency software used across the firm's trading and research ecosystem.

You’ll have the opportunity to work on:

• High-performance C# / .NET applications and services
• Trading, market data and execution systems
• Real-time, event-driven architectures
• Distributed systems and messaging
• Performance optimisation and concurrency
• Internal tooling and platforms supporting quantitative research
• Designing robust, scalable software in a highly performance-sensitive environment

We’re interested in software engineers who have:

• Strong commercial experience with C# and .NET
• A good degree in Computer Science, Mathematics, Engineering, Physics or another STEM-related subject
• Excellent understanding of object-oriented design, data structures and algorithms
• Experience building high-performance or distributed systems
• Strong knowledge of multithreading, concurrency and asynchronous programming
• A genuine interest in solving complex technical problems
• Strong software engineering fundamentals and a focus on writing clean, maintainable code
• Experience within quantitative finance, trading, market data, investment technology or another performance-critical environment would be highly advantageous, but isn’t essential.

This is a chance to join a technology-led quant fund where engineering is genuinely central to the business. You’ll be working on technically challenging problems, surrounded by highly capable engineers and quantitative specialists, with the opportunity to have a direct impact on the firm's technology and trading capabilities.

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