Senior C++ Developer

BlockDelta; Dubai; On-site; AED 120,000 - 200,000; Full time

Job summary

A leading financial technology firm based in Dubai is seeking a Senior C Developer to drive the development of their ultra-low-latency trading stack. The ideal candidate will have over 6 years of experience in software development, including 4 years with modern C in Linux. Responsibilities include developing high-performance trading components, enhancing market data pipelines, and ensuring low-latency performance. This is an exceptional opportunity to work with a world-class team in a dynamic environment.

Qualifications

• Over 6 years of software development, with at least 4 years in modern C.
• Expertise in ultra-low-latency trading platforms across asset classes.
• Experience with network development and system-level performance optimization.

Responsibilities

• Develop high-performance C connectivity modules for exchanges.
• Engineer market data processing pipelines for order-book depth.
• Build reliable order-handling components for various tradable products.
• Conduct comprehensive performance analysis to eliminate latency hotspots.
• Maintain high throughput during peak market activity.

Skills

Ultra-low-latency trading experience

Multithreading and concurrent programming

Network development with TCP/UDP

System-level performance optimization

Real-time market data handling

Tools

C (C14/17/20)

Linux environments

FIX protocols

Job description

Our client is at the forefront of digital finance building cutting-edge platforms for crypto and FX trading. Backed by deep expertise in regulated financial markets theyve established a global reputation for innovation and reliability in trading infrastructure. To support their next phase of growth they are looking for a Senior C Developer to join their high-performing engineering team in the UAE.

Role Requirement

Were seeking an experienced and highly capable Senior C Developer to help drive the development of our clients ultra-low-latency trading stack across global exchanges and key APAC markets. This role is ideal for someone who thrives in high-pressure high-frequency environments and is passionate about pushing performance boundaries owning core components of exchange connectivity market data pipelines and execution systems while collaborating closely with quants and traders to consistently achieve microsecond-level execution under real-world production loads.

Responsibilities

• Develop refine and support high-performance C connectivity modules for top global and regional exchanges working with native market protocols (e.g. ITCH OUCH FIX) where required.
• Engineer and enhance market data processing pipelines for full order-book depth (L2/L3) including fast parsing data normalization and highly efficient in-memory book management across multiple asset classes such as equities derivatives FX and more.
• Build reliable order-handling components covering submissions modifications cancellations and pre-trade risk validation for a wide range of venues and tradable products.
• Build and refine advanced C (C17/20) modules that power:
  • Core matching and execution workflows
  • Pricing quoting and automated hedging strategies
  • Live risk calculations and real-time PnL tracking
• Drive ultra-low-latency performance by applying:
  • Lock-free and wait-free concurrency patterns
  • Memory-optimized cache-efficient data layouts
  • Smart batching techniques and streamlined system interactions
  • Hardware-level optimizations including NIC tuning busy-polling CPU affinity and NUMA-aligned processing
• Conduct comprehensive end-to-end performance analysis across the entire trading pipeline from market data ingestion through strategy evaluation to order transmission and exchange acknowledgments identifying and eliminating latency hotspots.
• Maintain consistently high throughput and predictable response times during peak market activity including session opens closes auction periods and volatility-driven events.
• Develop latency-focused observability tools including detailed monitoring granular logging and alerting systems that track queue utilization message flow rates and system timing behavior.
• Play a key role in shaping the broader trading platform architecture including service components internal messaging flows deployment strategies and resilience patterns for handling faults.
• Take responsibility for the complete engineering cyclefrom initial design and coding through validation rollout and ongoing operational support.
• Uphold high code-quality standards by delivering maintainable well-structured C modules backed by unit tests integration suites and exchange-level simulations using replays synthetic load scenarios and stress benchmarks.
• Collaborate with quantitative analysts and trading teams to transform algorithmic strategies into high-performance production-grade implementations.
• Coordinate with DevOps and SRE teams on colocated system deployments scalability planning and fault-tolerant design.
• Guide and mentor junior engineers on topics including latency optimization performance tuning and understanding exchange microstructure.

Qualifications

• Over 6 years of professional software development experience including a minimum of 4 years working with modern C (C14/17/20) in Linux environments.
• Demonstrated expertise building ultra-low-latency trading or market-making platforms across asset classes such as equities derivatives options or FX.
• Deep understanding of multithreading and concurrent programming including lock-free and wait-free techniques.
• Experienced in network development with TCP/UDP multicast and non-blocking I/O patterns.
• Skilled in system-level performance optimization covering CPU cache management NUMA architecture custom memory allocation and thread affinity.
• Practical experience integrating with exchange systems including native protocols and FIX interfaces.
• Proficient in managing the complete order lifecycle from submission and modification to cancellation and bulk order operations.
• Skilled in building real-time market data pipelines handling full-depth order books trade feeds and reference data efficiently.
• Experienced operating in regulated financial settings with awareness of risk frameworks compliance requirements and market regulations.
• Solid grasp of data structures algorithms and computational complexity with an emphasis on high-performance solutions.
• Highly skilled at diagnosing and resolving issues in complex distributed real-time trading systems.

Advantageous

• Hands-on experience working with FIX engines or third-party vendor SDKs such as OnixS TT MaxxTrader or BidFX.
• Knowledge of APAC exchange microstructure including auction processes order types and tick-size conventions.
• Experience in quantitative research including signal generation statistical arbitrage and applying machine learning techniques to order book data.
• Proficient in Python for building research tools backtesting frameworks and automation scripts.
• Familiarity with precise time synchronization technologies including PTP and GPS-based systems.
• Experience deploying and operating systems in colocation setups within major exchange data centers.
• Hands-on experience with CI/CD pipelines containerization Kubernetes orchestration and high-throughput messaging frameworks such as Aeron or custom UDP multicast solutions.

This is an exceptional opportunity to work with a world-class team.

Salary: Highly competitive in line with experience and market standards.

To apply please submit your CV via the link.

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