Senior Software Engineer, C++ (Market Data)

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 dont treat market data as plumbing - for us its a source of alpha where feed handling order book construction and a deep understanding of exchange microstructure are themselves a competitive edge. Were 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 youll 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. Youll 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 our Core market data platform used across multiple focus areas (Market data Research engineering Pricing Strategies).
• Design and implement highperformance 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 datadriven systematic pricing and trading strategies.
• Own the full lifecycle of your components in a fastpaced 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 platforms design and implementation.

What you need to succeed:

• BSc MSc or PhD in Computer Science Mathematics or a related field.
• 7 years of postgraduation professional C software development experience.
• Experience building lowlatency 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 nontechnical colleagues.

At Flow Traders we acknowledge the importance of open and transparent communication whether it be with our employees our stakeholders or our local and global communities. When it comes to salary Flow Traders uses reliable market research to create base ranges. Where candidates will fall within the range depends on a few different factors including but not limited to level of experience location and specific skill set. We also consider ourselves one global team and to demonstrate that all employees are eligible to share in the companys success through an annual discretionary variable remuneration allocated based on company group and individual performance and contribution.

Per NYC salary transparency law the total compensation for this role includes a base range of $225000 to $300000 plus annual discretionary variable remuneration.

Flow Traders does not accept unsolicited resumes from any professional staffing or search firms. All resumes and any other information identifying potential candidates submitted to any employee at Flow Traders via-email the Internet or directly without a valid and signed search agreement will be deemed free to contact by Flow Traders without any restrictions and no placement fee of any kind will be paid in the event the candidate is hired by Flow Traders.

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