Senior C++ Software Engineer at Flow Traders, New York

Neolife Updates; New York (NY); On-site; USD 225,000 - 300,000; Full time

Job summary

Flow Traders in New York, NY is seeking a Senior Software Engineer specializing in C++ and Market Data to lead next-generation architecture across data and execution platforms. You will own high-performance components, drive low-latency ingestion, and collaborate with quants and traders to push systems toward edge performance.

Applicants should have 7+ years of C++ experience in a trading environment, strong OS, CPU, memory optimization skills, and a track record of delivering scalable, robust

Qualifications

• 7+ years of post-graduation professional C++ software development experience.
• Experience building low-latency market data ingestion, order execution, and algo trading systems.
• Strong understanding of algorithms, data structures and parallel/multithreaded programming.
• Ability to write clean, reliable, scalable C++ code.

Responsibilities

• Lead the development and global rollout of the Core market data platform.
• Design high-performance components for data ingestion, normalization and distribution.
• Develop tools for quants and traders to build, tune and deploy strategies.
• Own the full lifecycle of components in production, with deployment, monitoring and optimization.
• Collaborate with quants, traders and engineers to refine platform requirements.

Skills

C++

Low-latency

Multithreading

Performance optimization

Networking

OS internals

Education

BSc/MSc/PhD in CS/Math

Job description

Senior Software Engineer, C++ (Market Data) at Flow Traders — New York, NY

Flow Traders is seeking a Senior Software Engineer specializing in C++ and Market Data to lead the next-generation architecture of its market data and execution platforms in New York, NY. This full-time role is designed for an elite technologist who treats market data not as plumbing, but as a genuine source of alpha — where feed handling, order book construction, and a deep understanding of exchange microstructure form a competitive edge. The firm is searching for a senior individual contributor who has lived this philosophy in a proprietary or systematic trading environment and can squeeze every nanosecond from wire to strategy.

Strategic Responsibilities and Core Platform Leadership

As a senior individual contributor, you will help set the technical direction for the Core Platform that underpins quantitative research, pricing, strategy development, and execution across hundreds of venues. Your mandate includes driving the global rollout of this infrastructure across Market Data, Quant Research, Pricing, and Strategies groups. You will work in a tight, iterative loop with quants and technical traders, applying deep expertise in modern C++, OS internals, CPU and memory architecture, lock-free concurrency, and low-latency networking to push systems toward state-of-the-art performance, robustness, and observability.

• Platform Architecture: Lead the development and global rollout of the Core market data platform used across multiple focus areas (Market Data, Research Engineering, Pricing, Strategies).
• High-Performance Engineering: Design and implement high-performance components for market data ingestion, normalization, distribution, and their usage for order execution and strategy infrastructure.
• Strategy Enablement: Develop tools and frameworks that enable quants and technical traders to build, tune, and deploy data-driven systematic pricing and trading strategies.
• Production Ownership: Own the full lifecycle of your components in a fast-paced, iterative environment — deploy, monitor, profile, and optimize your code in production.
• Cross-Functional Collaboration: Work closely with focus group engineers, quants, and technical traders to refine requirements, collect feedback, and iterate on platform design and implementation.

Essential Qualifications

• Education: BSc, MSc, or PhD in Computer Science, Mathematics, or a related field.
• Experience: 7+ years of post-graduation professional C++ software development experience.
• Domain Expertise: Proven track record building low-latency market data ingestion, order execution, and algorithmic trading systems; proprietary trading industry experience preferred.
• Technical Proficiency: Strong knowledge of algorithms and data structures, with experience in parallel, asynchronous, and multithreaded programming.
• Code Quality: Demonstrated ability to write clean, reliable, and highly scalable C++ code.
• Hardware Optimization: Interest in extracting maximum performance from available hardware and software, including CPU caches, memory layout, and networking.
• Communication: Ability to communicate effectively with both technical and non-technical colleagues.

Compensation Overview

Flow Traders uses reliable market research to establish base salary ranges, accounting for experience, location, and specific skill sets. All employees are also eligible to share in the company's success through an annual discretionary variable remuneration allocated based on company, group, and individual performance. In compliance with NYC salary transparency law, total compensation for this role includes a base range of $225,000 to $300,000 plus annual discretionary variable remuneration.

This position was posted on October 4, 2026, and remains open for applications through December 4, 2026.