Описание
A quantitative trading and investment technology firm operates globally across liquid financial markets, combining technology, large-scale research, and engineering to solve complex problems in systematic trading.
Задачи
- Design, develop, and optimize high-performance C++ systems for trading, market data, and infrastructure workloads
- Analyze and improve latency across CPU, memory, cache, and networking layers
- Build scalable and reliable components for real-time distributed systems
- Collaborate with hardware, networking, and FPGA teams to optimize critical data paths
- Profile, benchmark, and troubleshoot performance bottlenecks in production systems
- Contribute to the design of next-generation low-latency architectures
Требования
- 3+ Years of professional experience developing performance-critical software in modern C++ (C++17 or newer)
- Strong understanding of systems programming and low-level software architecture
- Deep knowledge of memory management, CPU architecture, cache behavior, and concurrency
- Experience in Linux environments, including familiarity with kernel tuning and performance profiling
- Understanding of networking fundamentals and system performance under load
- Genuine interest in performance optimization and solving complex engineering challenges
- Будет плюсом: Low-latency trading, HFT, market-making, or exchange connectivity, kernel bypass technologies, TCP/UDP networking, FPGA interaction and hardware acceleration, real-time distributed systems, performance profiling and benchmarking tools
Условия
- Opportunity to join a newly established Amsterdam engineering hub at an early stage
- Work alongside some of the strongest engineers in quantitative trading
- Tackle highly complex technical challenges at the intersection of software and hardware
- Competitive compensation package
- Relocation support is available
- Collaborative, engineering-driven culture with significant ownership and impact