C++ Engineer

Join a global proprietary trading firm as they continue expanding their systematic trading capabilities across major markets. This is a high‑impact, greenfield opportunity to build ultra‑low‑latency execution systems from the ground up. You’ll work closely with quantitative researchers and portfolio managers to onboard new strategies and help shape the future of the firm’s trading technology stack. Responsibilities Design, develop, and optimize low‑latency execution algorithms, with a focus on futures and derivatives markets. Build and integrate market data handlers, order routing components, and real‑time risk controls within a proprietary trading platform. Develop tools for simulation, backtesting, and live performance monitoring to support systematic strategy deployment. Partner directly with quantitative researchers and PMs to translate trading concepts into robust, scalable, and performant execution solutions. Operate in a small, agile engineering team, contributing across the stack and gaining visibility into the full trading lifecycle. Requirements Bachelor’s degree or higher in Computer Science, Mathematics, or a related technical field. 3–5 years of experience in trading technology or high‑performance, real‑time systems (buyside or prop trading experience strongly preferred). Expert‑level proficiency in C++, with a deep understanding of performance optimization and low‑latency design. Solid understanding of market microstructure, exchange protocols, order types, and execution venue behavior. Exposure to Python for tooling or analytics is a plus. Ability to succeed in a fast‑paced, entrepreneurial environment with minimal oversight. Strong, hands‑on experience in algorithmic execution development is essential. Additional Notes If you were recently laid off from a trading firm, are waiting out a non‑compete, or are transitioning from a buyside environment, you are especially encouraged to apply. The team values practical, real-world trading systems experience and is open to strong candidates with relevant backgrounds. #J-18808-Ljbffr