Senior / Staff Software Engineer — Algorithmic Execution Platform

LinuxCareers; New York (NY); Vor Ort; USD 200.000 - 350.000; Vollzeit

Zusammenfassung

LinuxCareers seeks a senior C++ engineer to design and harden the FIX acceptor gateway, owning the full order lifecycle for institutional clients, including entry, fills, ACKs, rejects, and outbound sequencing.

You will build production-grade feed handlers for exchange protocols (ITCH, OUCH, binary formats) across major U.S. exchanges and ATSs, replacing legacy dependencies with low-latency infrastructure.

Qualifikationen

• 7+ years building high-performance, low-latency systems in production.
• Deep knowledge of FIX 4.2/4.4 and full order lifecycle.
• Experience with exchange data protocols and feed handlers.
• Strong understanding of low-latency architecture and profiling.
• Experience with multicast messaging systems (Aeron, LBM).
• Solid grasp of U.S. equity market structure and Reg NMS.
• Comfortable working in Linux and OS-level performance tuning.

Aufgaben

• Design and harden the FIX acceptor gateway for institutional clients, owning the full order lifecycle.
• Build and maintain production-grade feed handlers for exchange protocols (ITCH, OUCH, binary formats).
• Optimize the venue connectivity layer with latency profiling from order receipt to exchange ack.
• Architect real-time pre-trade risk checks with microsecond latency budgets.
• Contribute to platform infrastructure including logging, audit trails, and internal messaging.

Kenntnisse

C++ high-performance

low-latency design

FIX protocol

kernel bypass

lock-free data structures

CPU affinity

hot-path profiling

multicast messaging (Aeron/LBM)

Linux performance tuning

Ausbildung

Bachelor's degree in CS/Engineering

Tools

Aeron

LBM

Kubernetes

Jobbeschreibung

What You'll Do

• Design and harden the FIX acceptor gateway serving as the primary inbound order entry point for institutional clients, owning the full order lifecycle including order entry, fills, ACKs, rejects, and outbound sequencing
• Build and maintain production-grade feed handlers for exchange protocols (ITCH, OUCH, binary formats) across major U.S. exchanges and ATSs, replacing legacy market data dependencies with proprietary low-latency infrastructure
• Build and optimize the venue connectivity layer, owning latency profiling and hot-path analysis from order receipt through exchange acknowledgment
• Architect and implement real-time pre-trade risk checks with microsecond-level latency budgets, balancing correctness guarantees with performance requirements
• Contribute to platform infrastructure including configuration, command and control architecture, normalized internal message representation, and audit-trail logging systems

What You Need

• 7+ years of experience building high-performance, low-latency systems in C++ in production environments
• Deep knowledge of FIX protocol (4.2/4.4) and the full order lifecycle including entry, routing, execution, cancellation, and reporting
• Experience with exchange market data protocols (ITCH, OUCH, binary feed formats) and building production-grade feed handlers
• Strong understanding of low-latency architecture including kernel bypass, lock-free data structures, CPU affinity, memory layout, and hot-path profiling
• Experience with multicast messaging systems (Aeron, LBM, or equivalent publish/subscribe transport)
• Solid grasp of U.S. equity market structure including order types, Reg NMS, venue routing, lit and dark pools
• Comfortable working in Linux, including performance tuning at the OS level
• Bachelor's degree or higher in Computer Science, Engineering, Mathematics, or related STEM field

Nice to Have

• Experience building algorithmic execution or SOR infrastructure at a broker-dealer, prop firm, or exchange
• Familiarity with options or futures execution infrastructure
• Experience with pre-trade risk system design including firm-level and account-level controls
• Knowledge of CAT reporting requirements and how they shape system design
• Experience building platforms designed to service multiple asset classes from a shared execution layer
• Exposure to international markets and cross-region system design
• Proficiency in Python for internal tooling and test infrastructure
• Familiarity with containerization and Kubernetes-based deployment

Base salary $200,000–$350,000, plus competitive compensation packages including company equity, 401k matching, gender-neutral parental leave, and full medical, dental, and vision insurance. In-office benefits include lunch stipends, fully stocked kitchens, happy hours.