Senior C++ Engineer, Market Data & Low-Latency

Flow Traders NV; Chicago (IL); On-site; USD 225,000 - 300,000; Full time

Job summary

Flow Traders NV in Chicago seeks a Senior C++ Software Engineer to lead the next‑generation architecture of market data and execution platforms used by a fully systematic trading business. You will squeeze performance from wire to strategy and shape the Core Platform across venues.

As a senior contributor, you will set technical direction, work with quants and traders, and own components from ingestion to strategy infrastructure, focusing on low‑latency, concurrency, and observability.

Qualifications

• 7+ years of post‑graduation C++ software development experience.
• Experience with low‑latency market data ingestion, order execution, and algo trading systems.
• Strong ability to communicate with both technical and non‑technical colleagues.

Responsibilities

• Lead development and global rollout of the Core market data platform used across multiple focus areas.
• Design and implement high‑performance components for market data ingestion, normalization, and distribution, and its use for order execution and strategy infrastructure.
• Develop tools and frameworks that enable quants and traders to build, tune, and deploy data‑driven pricing and trading strategies.
• Own the full lifecycle of your components in a fast‑paced environment: deploy, monitor, profile, and optimize your code in production.
• Work closely with quants and traders to refine requirements and iterate on the platform’s design.

Skills

C++

Low-latency design

Multithreading

Communication

Education

BSc/MSc/PhD in CS

Tools

Linux

Profiling tools

Job description

Flow Traders NV in Chicago seeks a Senior C++ Software Engineer to lead the next‑generation architecture of market data and execution platforms used by a fully systematic trading business. You will squeeze performance from wire to strategy and shape the Core Platform across venues.

As a senior contributor, you will set technical direction, work with quants and traders, and own components from ingestion to strategy infrastructure, focusing on low‑latency, concurrency, and observability.