Senior Software Engineer, C++

P2P; Amsterdam; On-site; EUR 70,000 - 100,000; Full time

Job summary

Flow Traders is looking for a Senior C++ Software Engineer to lead the development of the Core market data platform. The role involves designing high-performance components for market data ingestion and execution, working closely with quants and traders.

With over 7 years of professional experience in C++ development, you will have a strong grasp of algorithms and a passion for optimizing performance. Join us to push our systems to state-of-the-art levels of robustness.

Qualifications

• 7+ years of post-graduation professional C++ software development experience.
• Strong knowledge of algorithms and data structures.
• Demonstrated ability to write clean, reliable, and highly scalable C++ code.

Responsibilities

• Lead the development and global rollout of the Core market data platform.
• Design and implement high-performance components for market data.
• Own the full lifecycle of your components in production.

Skills

C++ programming

Low-latency systems

Parallel programming

Clustered network architecture

Education

BSc, MSc, or PhD in Computer Science, Mathematics or related field

Job description

Flow Traders is looking for a Senior C++ Software Engineer to lead the next-generation architecture of the market data and execution platforms that power our fully systematic trading. We don't treat market data as plumbing - for us it's a source of alpha, where feed handling, order book construction, and a deep understanding of exchange microstructure are themselves a competitive edge. We're looking for a senior individual contributor who has lived this philosophy in a proprietary or systematic trading environment and can squeeze every nanosecond out of the path from wire to strategy.

As a senior individual contributor, you'll help set the technical direction for the Core Platform that underpins quantitative research, pricing, strategy development, and execution across hundreds of venues - and drive its global rollout across our Market Data, Quant Research, Pricing, and Strategies groups. You'll work in a tight, iterative loop with quants and technical traders, applying deep expertise in modern C++, OS internals, CPU and memory architecture, lock-free concurrency, and low‑latency networking to push our systems toward state-of-the-art performance, robustness, and observability.

What you will do:

• Lead the development and global rollout of our Core market data platform used across multiple focus areas (Market data, Research engineering, Pricing, Strategies).
• Design and implement high‑performance components for market data ingestion, normalization, and distribution, as well as its usage for order execution and strategy infrastructure.
• Develop tools and frameworks that enable quants and technical traders to build, tune, and deploy data‑driven systematic pricing and trading strategies.
• Own the full lifecycle of your components in a fast‑paced, iterative environment: deploy, monitor, profile, and optimize your code in production.
• Work closely with focus group engineers, quants, and technical traders to refine requirements, collect feedback, and iterate on the platform's design and implementation.

What you need to succeed:

• BSc, MSc, or PhD in Computer Science, Mathematics, or a related field.
• 7+ years of post‑graduation professional C++ software development experience.
• Experience building low‑latency market data ingestion, order execution, and algorithmic trading systems (proprietary trading industry preferred).
• Strong knowledge of algorithms and data structures.
• Experience in parallel, asynchronous, and multithreaded programming.
• Demonstrated ability to write clean, reliable, and highly scalable C++ code.
• Interest in extracting maximum performance from available hardware and software (CPU caches, memory layout, networking, etc.).
• Ability to communicate effectively with both technical and non‑technical colleagues.