Senior Software Engineer, C++ (Market Data)

Flow Traders NV; New York (NY); On-site; USD 225,000 - 300,000; Full time

Benefits offered by this job

Competitive remuneration

Global rotations

Wellness and healthy culture

Collaborative working environment

Job summary

Flow Traders NV is seeking a Senior C++ Software Engineer to lead architecture for market data and execution platforms powering systematic trading. You will push the path from wire to strategy with a focus on latency, observability, and robustness.

You will work with quants and traders to design and implement high-performance market data ingestion, normalization, and distribution components across venues, while owning full lifecycle from deployment to optimization.

Qualifications

• 7+ years of post-graduation C++ software development experience.
• Experience building low-latency market data and trading systems (proprietary/systems).
• Strong knowledge of algorithms and data structures.
• Experience in parallel, asynchronous, and multithreaded programming.
• Clean, reliable, and highly scalable C++ code writing.
• Interest in extracting maximum performance from hardware and software.
• Excellent communication with technical and non-technical colleagues.

Responsibilities

• Lead development and global rollout of the Core market data platform.
• Design high-performance components for market data ingestion, normalization and distribution.
• Develop tools for quants and traders to build data-driven strategies.
• Own full lifecycle of components: deploy, monitor, profile, and optimize in production.
• Collaborate with quants, engineers, and traders to refine requirements and iterate designs.

Skills

C++

Low-latency

Multithreading

Lock-free concurrency

Networking

Performance tuning

Communication

Education

BSc/MSc/PhD in CS or Math

Tools

Linux/Unix

Profiling tools

OS internals

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 the 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.

Compensation

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.

What We Offer

We provide a range of benefits and opportunities including competitive remuneration, continuous learning and development, global rotations, wellness and healthy culture, and a collaborative working environment.