HFT C++ Software Engineer

About the Role

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.

Responsibilities

1. Design, develop, and optimize ultra-low-latency trading systems in modern C++ (C++17/20)
2. Build and maintain order management systems (OMS), execution engines, and market data handlers
3. Profile and tune code to achieve sub-microsecond latency across the full trading stack
4. Develop kernel bypass networking solutions using DPDK, Solarflare OpenOnload, or similar technologies
5. Collaborate with quant researchers to implement and deploy alpha signals and execution algorithms
6. Optimize for cache efficiency, branch prediction, and CPU pipeline utilization
7. Integrate with exchange co-location environments and FIX/ITCH/OUCH protocols
8. Monitor production systems and participate in on-call rotations

Required Qualifications

1. 5+ years of professional C++ development experience (HFT or systems programming preferred)
2. Deep expertise in modern C++ (templates, move semantics, lock-free programming, memory models)
3. Strong understanding of computer architecture: CPU caches, NUMA, branch prediction, vectorization (SIMD/AVX)
4. Experience with lock-free and wait-free data structures (atomic operations, memory ordering)
5. Proficiency with Linux performance tooling: perf, flamegraphs, vtune, valgrind, strace
6. Solid grasp of TCP/IP networking and the Linux network stack
7. Ability to reason about latency at nanosecond granularity

Preferred Qualifications

1. Experience with kernel bypass networking (DPDK, RDMA, Solarflare, Exablaze)
2. Knowledge of exchange connectivity protocols: FIX, ITCH, OUCH, SBE
3. Familiarity with FPGA-assisted trading pipelines
4. Experience with co-location environments and cross-connect infrastructure
5. Background in market microstructure or quantitative finance
6. Contributions to open-source performance-critical projects