Amsterdam•Posted: Jun 24•Deadline: Aug 16
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 don't treat market data as plumbing - for us it's a source of
alpha, where feed handling, order book construction, and a deep understanding of exchange microstructure are themselves a
competitive edge. We're 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, you'll 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. You'll 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 high‑performance 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 data‑driven systematic pricing
and trading strategies.
* Own the full lifecycle of your components in a fast‑paced, 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 platform's design and implementation.
WHAT YOU NEED TO SUCCEED:
* BSc, MSc, or PhD in Computer Science, Mathematics, or a related field.
* 7+ years of post‑graduation professional C++ software development experience.
* Experience building low‑latency 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 non‑technical colleagues.
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
London•Posted: Jun 25•Deadline: Aug 16
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 don't treat market data as plumbing - for us it's a source of
alpha, where feed handling, order book construction, and a deep understanding of exchange microstructure are themselves a
competitive edge. We're 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, you'll 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. You'll 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 high‑performance 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 data‑driven systematic pricing
and trading strategies.
* Own the full lifecycle of your components in a fast‑paced, 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 platform's design and implementation.
WHAT YOU NEED TO SUCCEED:
* BSc, MSc, or PhD in Computer Science, Mathematics, or a related field.
* 7+ years of post‑graduation professional C++ software development experience.
* Experience building low‑latency 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 non‑technical colleagues.
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
Chicago•Posted: Jul 9•Deadline: Aug 16
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 don't treat market data as plumbing - for us it's a source of
alpha, where feed handling, order book construction, and a deep understanding of exchange microstructure are themselves a
competitive edge. We're 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, you'll 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. You'll 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 high‑performance 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 data‑driven systematic pricing
and trading strategies.
* Own the full lifecycle of your components in a fast‑paced, 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 platform's design and implementation.
WHAT YOU NEED TO SUCCEED:
* BSc, MSc, or PhD in Computer Science, Mathematics, or a related field.
* 7+ years of post‑graduation professional C++ software development experience.
* Experience building low‑latency 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 non‑technical 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 company’s 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 $225,000 to $300,000 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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