We are seeking an exceptional Low-Latency C++ Software Engineer to join our High-Frequency Trading technology team. You will design and build the core trading infrastructure that executes millions of orders per day at microsecond speeds. This is a highly technical, high-impact role at the intersection of systems programming and quantitative finance.
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Design, develop, and optimize ultra-low-latency trading systems in modern C++ (C++17/20)
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Build and maintain order management systems (OMS), execution engines, and market data handlers
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Profile and tune code to achieve sub-microsecond latency across the full trading stack
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Develop kernel bypass networking solutions using DPDK, Solarflare OpenOnload, or similar technologies
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Collaborate with quant researchers to implement and deploy alpha signals and execution algorithms
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Optimize for cache efficiency, branch prediction, and CPU pipeline utilization
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Integrate with exchange co-location environments and FIX/ITCH/OUCH protocols
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Monitor production systems and participate in on-call rotations
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5+ years of professional C++ development experience (HFT or systems programming preferred)
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Deep expertise in modern C++ (templates, move semantics, lock-free programming, memory models)
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Strong understanding of computer architecture: CPU caches, NUMA, branch prediction, vectorization (SIMD/AVX)
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Experience with lock-free and wait-free data structures (atomic operations, memory ordering)
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Proficiency with Linux performance tooling: perf, flamegraphs, vtune, valgrind, strace
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Solid grasp of TCP/IP networking and the Linux network stack
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Ability to reason about latency at nanosecond granularity
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Experience with kernel bypass networking (DPDK, RDMA, Solarflare, Exablaze)
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Knowledge of exchange connectivity protocols: FIX, ITCH, OUCH, SBE
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Familiarity with FPGA-assisted trading pipelines
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Experience with co-location environments and cross-connect infrastructure
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Background in market microstructure or quantitative finance
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Contributions to open-source performance-critical projects
