Join a global proprietary trading firm as it continues to expand its systematic and electronic trading capabilities across major markets. This is a high‑impact, greenfield opportunity to build and evolve ultra‑low‑latency execution systems that operate in live, production trading environments.

You'll work directly with quantitative researchers, portfolio managers, and traders, owning critical pieces of the execution stack and helping shape how strategies are deployed, monitored, and optimized in real time.

This role is ideal for engineers who enjoy working close to the trading floor, understand how markets behave under stress, and can reason clearly about architecture, performance, and failure modes in real‑world systems.

What You'll Do

• Design, develop, and optimize low‑latency execution algorithms, primarily focused on futures and derivatives markets
• Build and integrate market data handlers, order routing logic, and real‑time risk controls within a proprietary trading platform
• Partner closely with quants, PMs, and traders to translate trading ideas into robust, scalable execution solutions
• Develop tools and dashboards for simulation, backtesting, and live performance monitoring
• Define and track execution‑critical metrics (latency, fill quality, slippage, volatility sensitivity, risk limits)
• Troubleshoot live trading behavior: explain what's happening, why it's happening, and how to fix it
• Contribute across the stack in a small, agile engineering team, with visibility into the full lifecycle of a strategy-from research to production
  
  

What We're Looking For

• Bachelor's degree or higher in Computer Science, Engineering, Mathematics, or a related technical field
• 2-5 years of experience in trading technology, financial systems, or other high‑performance, real‑time environments
  (Candidates transitioning into algorithmic execution are welcome, provided they understand markets and trading systems)
• Strong C++ expertise, with a clear grasp of performance optimization and low‑latency system design
• Meaningful exposure to financial markets-you understand how trading venues work, how orders behave, and why execution quality matters
• Experience working directly with front‑office stakeholders (traders, PMs, or quants)
• Solid understanding of market microstructure, exchange protocols, order types, and execution venue behavior
• Exposure to HFT or electronic trading environments (direct or adjacent)
• Working knowledge of Python for tooling, analytics, or research support is a plus
• Ability to clearly explain system architecture, data flows, and trade‑offs-verbally and visually
• Comfortable diagnosing issues via logs, metrics, and dashboards in volatile, real‑time conditions
• Thrives in a fast‑paced, entrepreneurial environment with minimal oversight

Direct prior algo‑execution experience is valuable but not mandatory - strong engineers with relevant market exposure, front‑office interaction, and real‑time systems experience are encouraged to apply.


Additional Notes

• Candidates who were recently laid off from trading firms, are waiting out non‑competes, or are transitioning from buyside or prop environments are especially encouraged to apply