About

As a Senior Software Engineer, you will take leadership in designing, building, and scaling high-performance trading systems. You will be driving architectural decisions, mentoring others, and ensuring the reliability, latency, and correctness of our production systems.
Your role will bridge between quant research, trading operations, and engineering excellence.

• Lead design, development, and ownership of large, complex C++ systems: engines for order execution, market data ingestion, risk, connectivity, and downstream services.

• Architect systems for low latency, high throughput, fault tolerance, and operational resilience.

• Identify performance bottlenecks across software/hardware layers; lead initiatives to reduce latency, increase capacity, and improve stability.

• Mentor and lead other engineers through code reviews, pairing, and driving best practices in code structure, testing, and performance.

• Liaise closely with quant researchers and traders: influence product and strategy design, ensuring designs satisfy functional, non-functional, and latency constraints.

• Drive infrastructure and tooling improvements: monitoring, observability, deployment pipelines, build systems, profiling frameworks, and latency measurement tools.

• Stay up to date with new technologies and architectures (e.g. kernel bypass, RDMA, NUMA, CPU/GPU/FPGAs) and evaluate them for potential adoption.

• 5+ years (often 7+) of experience building production C++ systems, ideally in latency-sensitive or real-time environments.

• Deep expertise in modern C++ (C++17/20/23), templates, metaprogramming, memory management, and allocation strategies.

• Strong understanding of concurrency: multi-threading, lock-free programming, synchronization, hardware caches, and memory fences.

• Proven track record in optimizing performance (latency, throughput); experience profiling and benchmarking at a low level.

• Experience with network programming: TCP/UDP, protocol design, or low-level kernel/OS tuning.

• Familiarity with distributed systems, messaging, resilience under load, and graceful degradation.

• Excellent system-level thinking: balancing trade-offs (latency vs. safety vs. maintainability).

• Strong leadership and communication skills; ability to push standards, mentor juniors, and influence design across teams.

• Prior HFT / proprietary trading / market making experience.

• Deep knowledge of financial market microstructure: order books, matching engines, FIX protocols, exchange connectivity.

• Experience or interest in hardware acceleration (FPGA), kernel bypass, DPDK, RDMA, or similar.

• Exposure to other languages/tools relevant to quant or trading environments: Python, scripting, data processing, GPUs.

• Advanced education (MS/PhD in CS, EE, Physics, Mathematics, etc.) is a plus but not required.

• A leadership role where your decisions shape both technical architecture and trading outcomes.

• Opportunities to tackle cutting-edge engineering challenges where performance, scale, and correctness are non-negotiable.

• Ability to mentor and grow a team; influence culture, standards, and technical excellence.

• Excellent compensation, bonuses, and profit-sharing aligned with results and contribution.

• A culture of high trust, where engineers have autonomy and the chance to experiment — and where learning from mistakes is valued.

• You enjoy solving hard problems where edge vs. margin matters.

• You’re curious and love going “under the hood” — whether it’s the OS, hardware, or network layer.

• You take ownership end-to-end: from problem-solving and coding to testing, deploying, and monitoring.

• You thrive in flat, collaborative, fast-moving teams.

• You value clean code, correctness, performance, and pragmatism.