Low-Latency C++ Engineer for Automated Trading

Optiver; Austin (TX); On-site; USD 150,000 - 230,000; Full time

Benefits offered by this job

Profit sharing

Bonus program

401(k) match 50%

Health, dental, vision, disability & 1

Job summary

Optiver is hiring Software Engineers for its HFT team in Austin. You will work with traders, researchers, and hardware engineers to build automated trading systems and develop strategies, with emphasis on ultra-low-latency C++ and FPGA-based execution.

You will join a collaborative, performance-driven culture, contributing to infrastructure that spans data ingestion, feature generation, simulation, and live trading across global markets.

Qualifications

• Strong engineering fundamentals.
• C++ experience in performance-critical systems such as low-latency trading or market data processing.
• Experience with Python, Linux, distributed systems or machine learning infrastructure is a plus.
• ownership and high engineering standards.

Responsibilities

• Partner with traders and researchers to develop and improve research-driven, ML-based trading strategies.
• Build and optimize trading infrastructure across full lifecycle from data ingestion to production execution.
• Solve performance problems across ultra-low-latency C++ and FPGA-based trading systems.
• Design scalable research infrastructure enabling rapid experimentation, backtesting and deployment of new strategies.
• Push frequent, impactful code changes into production with visibility into live market performance.
• Contribute to technical direction of trading systems as new markets/products are added.
• Develop deep understanding of market microstructure and exchange behavior.

Skills

C++

Python

Linux

Distributed systems

Machine learning infra

Tools

FPGA

Job description

Optiver is hiring Software Engineers for its HFT team in Austin. You will work with traders, researchers, and hardware engineers to build automated trading systems and develop strategies, with emphasis on ultra-low-latency C++ and FPGA-based execution.

You will join a collaborative, performance-driven culture, contributing to infrastructure that spans data ingestion, feature generation, simulation, and live trading across global markets.