C++ Software Engineer (DV Commodities - New York)

DV Trading LLC; New York (NY); On-site; USD 180,000 - 250,000; Full time

Benefits offered by this job

Discretionary bonus eligibility

Medical insurance

Dental insurance

Vision insurance

HSA

FSA

Dependent Care

Group Term Life and AD&D insurance

Voluntary LTD, Life & AD&D insurance

Flexible Vacation policy

Retirement plan with employer match

Job summary

DV Trading LLC is building a next-generation proprietary electronic trading platform and seeks a senior C++ engineer to lead the effort. You will design and implement ultra-low-latency components across execution, market data, and risk management, with direct connectivity to major futures and commodity exchanges.

You will work on a small, high-impact team; production-quality code goes live into real markets, requiring strong debugging, profiling, and collaboration with traders and quants.

Qualifications

• 7+ years of professional C++ development.
• Experience building low-latency, high-throughput multi-threaded systems for quantitative trading.
• Strong knowledge of exchange protocols and market microstructure.
• Direct experience with futures and/or commodities markets.
• Linux/Unix environments, git, TCP/UDP and multicast networking, kernel-bypass stacks.
• Experience with distributed systems and large data sets including SQL/NoSQL or tick databases.
• Python for research and tooling (NumPy/pandas).
• Strong communication and collaboration skills.
• Bachelor's or higher in CS/Engineering or equivalent experience.

Responsibilities

• Lead design, implementation, and deployment of DV Commodities' core C++ trading platform: execution, order management, market data, pricing, and risk.
• Design and maintain direct exchange connectivity and feed handlers for CME, ICE, and other markets.
• Drive microsecond- and nanosecond-level performance improvements: lock-free structures, cache-aware design, kernel-bypass networking, and latency measurement.
• Collaborate with trading desks, quants, and developers on new features, pricing, and execution algorithms.
• Build high-performance components for simulation and live trading.
• Own end-to-end systems from design through production support in a live trading environment.

Skills

C++ development (7+ years)

Low-latency programming

Multithreading

Linux

Communication skills

Python for research

Databases (SQL/NoSQL)

Education

Bachelor's degree in CS/Engineering

Tools

Git

iLink/MDP

FIX/SBE

DPDK

Job description

About Us

Founded 20 years ago and headquartered in Chicago, the DV Group of financial services firms has grown to more than 600 people operating throughout North America, Europe and Asia. Since spinning out of a large brokerage firm in 2016, DV Trading has rapidly scaled as an independent proprietary trading firm utilizing its own capital, trading strategies, and risk management methodologies to provide liquidity to worldwide financial markets and hedging opportunities to commodity producers and users. Now, DV group affiliates include two broker dealers, a cryptocurrency market making firm, and a bourgeoning investment adviser.

Overview

We are building out the next generation of our proprietary electronic trading platform — a greenfield, event‑based trading and market data system covering pricing, execution, and risk management — and we are looking for a senior C++ engineer to help lead that effort. You will design and build the systems our trading desks depend on every day: ultra‑low‑latency execution engines, market data pipelines, order and risk management, and direct connectivity to the world's major futures and commodities exchanges. This is a hands‑on senior role on a small team with broad ownership across the trading stack — the code you write goes to production and trades real markets.

Job Responsibilities

• Lead the design, implementation, and deployment of DV Commodities' core C++ trading platform: execution, order management, market data, pricing, and risk.
• Design and maintain direct exchange connectivity — order entry gateways and feed handlers for venues such as CME (iLink 3 / MDP 3.0), ICE, and other futures and commodities markets.
• Drive microsecond- and nanosecond-level performance work: lock‑free data structures, cache‑aware design, kernel‑bypass networking, CPU pinning and NUMA tuning, and rigorous latency measurement.
• Work directly with trading desks on new feature requests, pricing, and execution algos, and with quants and developers on cross‑functional teams to troubleshoot and solve complex problems.
• Build high‑performance components for both simulation and live trading.
• Own systems end to end — design, implementation, testing, deployment, and production support in a live trading environment.

Requirements

• 7+ years of professional C++ development, with deep command of modern C++ (17/20), templates, move semantics, memory models, and concurrency.
• Proven experience building low‑latency, high‑throughput, multi‑threaded systems for quantitative trading — ideally at a proprietary trading firm, market maker, hedge fund, or exchange.
• Strong knowledge of how exchanges work: order types, matching engine behavior, market microstructure, and native exchange protocols (e.g., iLink/MDP, native ICE, FIX/SBE).
• Direct experience with futures and/or commodities markets; energy markets (crude, refined products, natural gas) and swaps a strong plus.
• Systems‑level fluency: Linux/Unix environments, git, TCP/UDP and multicast networking, kernel‑bypass stacks (Onload, VMA, DPDK, or similar), and performance profiling.
• Experience with distributed systems, large data sets, and SQL, NoSQL, or tick databases.
• Ability to program in a scientific computing environment (Python/NumPy/pandas) for research and tooling.
• Strong verbal and written communication skills; sound judgment in production trading environments.
• Bachelor's degree or higher in CS, Engineering, or another technical discipline, or equivalent practical experience.

Benefits

• Discretionary bonus eligibility
• Medical, dental, and vision insurance
• HSA, FSA, and Dependent Care Options
• Employer Paid Group Term Life and AD&D insurance
• Voluntary LTD, Life & AD&D insurance
• Flexible Vacation policy
• Retirement plan with employer match

DV is not accepting unsolicited resumes from search firms. Only search firms with valid, written agreements with DV should submit resumes in response to DV's posted positions. All resumes submitted by search firms to DV via e‑mail, the Internet, personal delivery, facsimile, or any other method without a valid written agreement shall be deemed the sole property of DV, and no fee will be paid in the event the candidate is hired by DV. DV is proud to be an equal opportunity employer and committed to creating an inclusive environment for all employees.

The range below reflects the expected base salary for this position. It represents a good‑faith estimate of the base pay we anticipate offering, with actual compensation determined by your experience, education, skills, and performance throughout the interview process. This role is also eligible for a discretionary bonus (at DV Trading's discretion) and DV Trading's benefits package, including the benefits listed above.

Base Salary Range

$180,000—$250,000 USD