Software Engineer, C++

Aquatic Capital Management; New York (NY); On-site; USD 150,000 - 300,000; Full time

Benefits offered by this job

Fully paid medical, dental, and vision

Competitive 401k plan

Wellness programs

Generous PTO

Paid caregiver leaves

Job summary

Aquatic Capital Management is looking for a C++ Software Engineer to join their Market Data team in New York. The role involves building and maintaining real-time market data infrastructure, working closely with researchers and technologists for optimized system performance. Candidates should have at least 2 years of high-performance C++ experience and a good understanding of market data. The base salary ranges from $150,000 to $300,000, with additional compensation and benefits offered.

Qualifications

• 2+ years of professional experience in high-performance C++ development.
• Deep understanding of market data and exchange microstructure.
• Experience in quantitative trading environments preferred.

Responsibilities

• Design and develop C++ applications for real-time market data.
• Build tools for automated deployment of trading models.
• Enhance trading systems' performance and reliability.

Skills

C++ programming

Linux systems programming

Networking

Multithreading

Market data understanding

Education

Bachelor's degree in Computer Science, Engineering, or related field

Job description

Aquatic was founded with a shared passion for tackling some of the most complex challenges in one of the world’s most competitive arenas—global financial markets. From the very beginning, we have been driven by a deep commitment to applying cutting‑edge scientific research and technological innovation to deliver unparalleled performance. Our journey is one of continuous growth and exploration, marked by a spirit of curiosity and relentless drive for excellence.

Aquatic Capital Management is seeking a C++ Software Engineer to join our Market Data team. In this role, you’ll build and maintain real‑time market data infrastructure that delivers clean, reliable, and low‑latency data to research and trading systems. You'll work closely with researchers and technologists across the firm to ensure optimal system performance and data quality.

Role Details

• Design and develop performant C++ applications to process real‑time market data from global exchanges
• Build tools that enable seamless, automated, and reproducible deployment of models into live trading environments
• Enhance the performance, reliability, scalability, and throughput of real‑time trading systems
• Collaborate closely with quantitative researchers to improve the profitability and effectiveness of trading strategies
• Work closely with strategy and trading desks to ensure alignment of data delivery with trading objectives

Technical Experience

• 2+ years of professional experience writing high‑performance C++ (C++14/17/20)
• Deep understanding of market data, order books, and exchange microstructure
• Strong familiarity with Linux systems programming, networking, and multithreading
• Passion for clean, well‑architected code and systems design
• Bachelor's degree in Computer Science, Engineering, or a related field; advanced degree a plus
• Background in quantitative or systematic trading environments preferred
• Involvement with systems tied to strategy performance or PnL outcomes would be nice to have

Candidate Qualities

• Strong bias for action
• Driven by accountability and internal urgency
• Desire to independently seek best solutions
• Preference for working in a team that focuses on delivering results aligned with Research goals
• Comfortable providing and receiving actionable feedback in a collaborative team setting
• Motivated by an ambitious environment and driven colleagues

The base salary for this role is anticipated to be between $150,000 and $300,000, which is based on information at the time of posting. This position may also be eligible for additional forms of compensation, such as a discretionary bonus, and benefits. Discretionary bonus can be a significant portion of total compensation. Actual compensation for successful candidates will be carefully determined based on a number of factors, including their unique skills, qualifications and relevant experience.

Benefits

• Benefits: For full‑time employees, fully paid medical, dental, and vision for employees and dependents, competitive 401k plan, employer‑paid life & disability insurance
• Perks: Wellness programs, casual dress, snacks, lunch, game room, team and company events
• Development: Open environment to maximize learning and knowledge sharing
• Time: Generous PTO, paid holidays, competitive paid caregiver leaves

This role represents a unique opportunity to join a quantitative investment manager in its early stage of growth. The firm’s culture will be shaped by collaboration, meritocracy, ambition, and calm determination.

Aquatic is a proud equal opportunity workplace. We do not discriminate based upon race, religion, color, national origin, sex, sexual orientation, gender identity/expression, age, status as a protected veteran, status as an individual with a disability, or any other applicable legally protected characteristics.