Senior Software Engineer, C++ (Market Data)

P2P; Chicago (IL); On-site; USD 225,000 - 300,000; Full time

Job summary

Flow Traders in Chicago is seeking a Senior C++ Software Engineer to lead a next‑generation Core Platform for market data and execution. You will push low‑latency paths from wire to strategy, shaping architecture and guiding performance and observability.

As a senior IC, you’ll own components end-to-end, collaborate with quants and traders, and ensure robust, scalable code across hundreds of venues. The role demands 7+ years of C++ experience and deep knowledge of OS internals and concurrent

Qualifications

• 7+ years of post‑graduation C++ software development experience.
• Experience building low‑latency market data ingestion, order execution, and algorithmic trading systems.
• Strong knowledge of algorithms and data structures.
• Experience in parallel, asynchronous, and multithreaded programming.
• Ability to write clean, reliable, and scalable C++ code.

Responsibilities

• Lead the development and global rollout of our Core market data platform used across multiple focus areas (Market data, Research engineering, Pricing, Strategies).
• Design and implement high‑performance components for market data ingestion, normalization, and distribution, as well as its usage for order execution and strategy infrastructure.
• Develop tools and frameworks that enable quants and technical traders to build, tune, and deploy data‑driven systematic pricing and trading strategies.
• Own the full lifecycle of your components in a fast‑paced, iterative environment: deploy, monitor, profile, and optimize your code in production.
• Work closely with focus group engineers, quants, and technical traders to refine requirements, collect feedback, and iterate on the platform's design and implementation.

Skills

C++

Low-latency

Multithreaded programming

Lock-free concurrency

OS internals

Education

BSc/MSc/PhD in CS/Math/related field

Job description

Flow Traders is looking for a Senior C++ Software Engineer to lead the next‑generation architecture of the market data and execution platforms that power our fully systematic trading. We don't treat market data as plumbing - for us it's a source of alpha, where feed handling, order book construction, and a deep understanding of exchange microstructure are themselves a competitive edge. We're looking for a senior individual contributor who has lived this philosophy in a proprietary or systematic trading environment and can squeeze every nanosecond out of the path from wire to strategy.

As a senior individual contributor, you'll help set the technical direction for the Core Platform that underpins quantitative research, pricing, strategy development, and execution across hundreds of venues - and drive its global rollout across our Market Data, Quant Research, Pricing, and Strategies groups. You'll 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 our systems toward state‑of‑the‑art performance, robustness, and observability.

What you will do:

• Lead the development and global rollout of our Core market data platform used across multiple focus areas (Market data, Research engineering, Pricing, Strategies).
• Design and implement high‑performance components for market data ingestion, normalization, and distribution, as well as its usage for order execution and strategy infrastructure.
• Develop tools and frameworks that enable quants and technical traders to build, tune, and deploy data‑driven systematic pricing and trading strategies.
• Own the full lifecycle of your components in a fast‑paced, iterative environment: deploy, monitor, profile, and optimize your code in production.
• Work closely with focus group engineers, quants, and technical traders to refine requirements, collect feedback, and iterate on the platform's design and implementation.

What you need to succeed:

• BSc, MSc, or PhD in Computer Science, Mathematics, or a related field.
• 7+ years of post‑graduation professional C++ software development experience.
• Experience building low‑latency market data ingestion, order execution, and algorithmic trading systems (proprietary trading industry preferred).
• Strong knowledge of algorithms and data structures.
• Experience in parallel, asynchronous, and multithreaded programming.
• Demonstrated ability to write clean, reliable, and highly scalable C++ code.
• Interest in extracting maximum performance from available hardware and software (CPU caches, memory layout, networking, etc.).
• Ability to communicate effectively with both technical and non‑technical colleagues.

At Flow Traders, we acknowledge the importance of open and transparent communication whether it be with our employees, our stakeholders, or our local and global communities. When it comes to salary, Flow Traders uses reliable market research to create base ranges. Where candidates will fall within the range depends on a few different factors including but not limited to level of experience, location, and specific skill set. We also consider ourselves one global team, and to demonstrate that, all employees are eligible to share in the company’s success through an annual discretionary variable remuneration allocated based on company, group and individual performance and contribution.

Per NYC salary transparency law, the total compensation for this role includes a base range of $225,000 to $300,000 plus annual discretionary variable remuneration.