C++ Algorithmic Developer

RESPONSIBILITIES: Design and implement low-latency C++ trading algorithms and execution logic for live equity and multi-asset strategies Write performance-critical code with a focus on minimizing latency and maximizing determinism throughout the execution path Profile, benchmark, and systematically optimize hot-path code; reduce jitter and tail latency Collaborate with quants to translate strategy specifications into efficient, production-grade implementations Develop and maintain back-testing and simulation tooling to validate algo behavior before deployment Participate in code reviews, uphold engineering standards, and contribute to architectural decisions Support live trading operations; investigate and resolve production issues quickly

REQUIRED QUALIFICATIONS: Bachelor’s degree or higher in Computer Science, Engineering, Mathematics, or a related quantitative field 2+ years of professional experience developing algorithmic trading systems in equities, futures, FX, or another asset class Strong, modern C++ proficiency (C++17/20/23); deep understanding of the language’s performance characteristics and pitfalls Demonstrated experience writing low-latency code in a live production trading environment Solid grasp of data structures, algorithms, and computational complexity Hands-on experience with Linux performance tuning: threading, CPU affinity, memory layout, cache optimization Ability to reason about and measure latency at the microsecond level

PREFERRED QUALIFICATIONS: Experience with lock-free and wait-free programming patterns; familiarity with the C++ memory model Proficiency with profiling and benchmarking tools (perf, VTune, Google Benchmark, custom microbenchmarks) Understanding of market microstructure: order flow, execution quality, and venue behavior as they relate to algo design Experience with Python for backtesting, data analysis, or research workflows Familiarity with CMake, vcpkg, or other modern C++ build toolchains Prior experience at a proprietary trading firm, systematic hedge fund, or high-frequency trading operation Knowledge of equity market structure (Reg NMS, venue fragmentation, direct vs. SIP feeds) is a plus WHAT WE OFFERCompetitive base salary and performance-based compensation Equity participation in an early-stage firm with significant upside Direct impact on strategy and architecture from day one Close collaboration with experienced traders, quants, and engineers A lean, high-ownership culture with no bureaucracy