Senior C++ Developer

High-Frequency Trading Firm; New York (NY); Hybrid; USD 150,000 - 210,000; Full time

Benefits offered by this job

Paid time off

Hybrid work arrangements

Financial wellness and savings plans

Wellness reimbursements

Sports and fitness events

Volunteer and charitable giving

Learning and development opportunities

Job summary

High-Frequency Trading Firm is seeking a Senior Software Engineer to lead a complete greenfield project building an execution engine from scratch that powers live trading strategies.

The role focuses on low-latency systems, performance optimization, and collaboration with quantitative researchers and traders in a collaborative, ownership-driven culture in New York. This position offers hybrid work arrangements within a global organization.

Qualifications

• Bachelor's/Master's/PhD in CS or related field.
• At least 4 years of professional experience outside academia.
• Strong experience with C++ or Rust and a focus on low-latency systems.

Responsibilities

• Design, build, and maintain a high-performance execution platform for research and live trading.
• Develop a new execution engine from scratch powering production strategies.
• Implement and optimize models that drive broker routing and execution decisions.
• Collaborate with researchers and traders to translate research into robust production systems.
• Aggregate needs of multiple trading teams to design modular, scalable components.
• Ensure strict performance, reliability, and latency standards as the platform evolves.

Skills

C++

Rust

Low-latency systems

Performance optimization

Communication

Education

Bachelor's/Master's/PhD in CS or related field

Job description

A leading High Frequency Trading firm, is looking for a Senior Software Engineer to work a complete greenfield project. They are building an execution engine from scratch that will directly power real money-making strategies. Every order will flow through this system, which runs models that determine broker routing based on strategy-specific requirements, making this a highly visible and impactful position. With more than 25 years of continuous innovation, the firm has earned a strong reputation for identifying unique market opportunities in global markets.

The firm is home to some of the world’s top systematic trading, engineering, and research talent. Portfolio managers are empowered to build teams and strategies independently, while benefiting from the scale, infrastructure, and shared technology of a global organization.

Engineers are at the core of the firm’s success, developing world-class electronic trading infrastructure. The engineering challenges span low-latency systems, execution platforms, hardware acceleration, and machine learning. Continuous investment in people and technology ensures the platform remains exceptional in performance, scalability, and reliability.

The environment is collaborative, friendly, and intellectually driven. Engineers work closely with quantitative researchers and traders in a results-oriented but non-cutthroat culture that values shared ideas, curiosity, and ownership.

Responsibilities

• Design, build, and maintain a high-performance execution and computational platform used for both research and live trading
• Develop a new execution engine from scratch that directly powers production trading strategies
• Implement and optimize models that drive broker routing and execution decisions
• Collaborate closely with quantitative researchers and traders to translate research and strategy requirements into robust production systems
• Aggregate the needs of multiple trading teams to design modular, scalable components within a shared platform
• Ensure strict performance, reliability, and latency standards as the platform evolves

Requirements

• Bachelors, Master’s or PhD in Computer Science or a related field
• At least 4 years of professional experience outside academia
• Strong experience with C++ or Rust, with a focus on performance and low-latency systems
• Background in execution systems, low-latency trading, or smart order routing
• Understanding of type systems and their implementation
• Experience with compilation techniques (e.g., IR design, lowering) and optimization methods (e.g., inlining, dead code elimination, CSE)
• Experience translating quantitative research or models into production systems
• Familiarity with Rust is a plus
• Strong communication skills and the ability to collaborate effectively with researchers, traders, and other engineers
• Curiosity, ownership mentality, and a continuous drive to learn

Beyond the work itself, this firm is known within the industry for being one of the best places to build a career in quantitative trading, combining serious technical challenges with a genuine commitment to work-life balance. The environment is collaborative and low-ego, with smart, driven colleagues and a culture that values good ideas over hierarchy.

The firm's New York office is based in Midtown with an open workspace, casual dress code, and daily breakfast, lunch, and snacks. Additional benefits include generous paid time off, hybrid working arrangements, financial wellness and savings plans, wellness reimbursements (gym, personal training, and more), company-sponsored sports and fitness events, volunteer and charitable giving programs, regular social events, and ongoing learning and development opportunities.