Market Access Developer – C++

Hedge Fund; New York (NY); On-site; USD 100,000 - 150,000; Full time

Job summary

Hedge Fund in New York is looking for a talented C++ developer with expertise in low latency systems. You will join the development team to build and maintain technology systems connecting the fund to global financial markets.

This position involves enhancing algorithmic trading strategies and collaborating closely with quantitative analysts and traders. The ideal candidate will have a strong background in Linux and multithreaded systems development.

Qualifications

• 5+ years of low latency Linux development using C/C++, STL, Boost.
• Experience designing and implementing multithreaded systems.
• Familiar with low level optimization techniques.

Responsibilities

• Build and enhance low latency algorithmic trading strategies.
• Cover all aspects of the algorithmic trading strategy.
• Work closely with investment management professionals.
• Contribute to quantitative research as needed.

Skills

C++ low latency development

Linux

Multithreaded systems

Distributed systems

Market data feed handlers

Good knowledge of Equities and Futures

Education

Computer Science degree or equivalent

Tools

GCC

Linux Red Hat distribution

Job description

Global quantitative hedge fund is seeking a talented C++ developer with expertise in low latency development. This person will be responsible for building and maintaining the cutting‑edge technology systems that connect the fund to global financial markets, brokers, and third‑party providers. These systems are critical for delivering real‑time market data and executing orders with speed, reliability, and precision.

Responsibilities

• A key member of the development team building and enhancing low latency algorithmic trading strategies
• Coverage of all aspects of the algorithmic trading strategy, including the exchange price feeds, financial indicators, market making algorithms, back‑testing engine, tick data management, exchange simulators and trading gateways, as well as support of the production environment and the processes surrounding it
• Work closely with a range of investment management professionals including quantitative analysts/developers, traders and operations staff, in order to design and develop cutting edge systems
• Opportunity to contribute to quantitative research, although this is not the core focus of the role

Qualifications

• Computer Science degree or equivalent
• Background in Linux / C+ low latency optimizations (5 years+ on low latency Linux development using C/C++, STL, Boost)
• Experience designing and implementing multithreaded and distributed systems
• Experience of front‑office trading desk‑aligned role is an advantage
• Good knowledge of distributed network architecture
• Good knowledge of Equities and Futures asset classes highly desirable
• Familiar with low level optimization techniques on x86/64 platform
• Familiar with Linux / GCC development toolchain and Linux Red Hat distribution
• Knowledge of market data feed handlers and execution gateways highly desirable
• A background in Linux kernel, FPGA and Network card offloading will also be advantageous