About the job
LMAX is looking for a C++ and Python Developer to join the Middle-Office Team in London. This group works closely with infrastructure, research, and treasury colleagues to evolve trade reconciliation, back-testing frameworks, and trading monitoring systems. The primary focus is on data engineering and the design and implementation of trading systems.
Finance or trading experience is not required for this position.
How This Team Works
The codebase combines C++ (used by infrastructure) and Python (used by research for analysis and automation). This new team aims to bridge both languages, making integration and collaboration central to the role.
Performance and Optimization
Handling financial data brings unique technical challenges, especially around throughput. The team puts a strong emphasis on software performance without sacrificing maintainability. Developers work deep within the systems to understand and improve them.
Testing Approach
Comprehensive test suites are critical here. Testing covers everything from unit tests to full end-to-end simulations, running every 15 minutes on the CI system for fast feedback. There are no overnight waits for test results at LMAX.
What You Will Do
- Write clear, well-structured, and thoroughly tested code in C++ and Python.
- Develop high-throughput software solutions.
- Pair program to share knowledge and avoid silos.
- Design and implement features to improve safety, performance, and usability.
- Create interface code connecting C++ and Python (using pybind).
Required Skills and Experience
- Strong C++ skills, especially with modern C++ in Linux or UNIX environments.
- Python development experience, including Numpy, Pandas, and SQL.
- Experience with automated testing for both C++ and Python.
- Ability to understand business requirements and build matching systems.
- Skilled at designing simple, well-documented, and maintainable systems.
- Comfortable working independently with minimal supervision.
- No finance or trading background necessary.
Bonus Skills
- Experience with test-driven development and testing at multiple system levels.
Location
London, England, United Kingdom

