Senior C++ / Java Developer, U.S. Treasury Systematic Trading

Company Overview:

Business Integration Partners (BIP) is Europe’s fastest growing digital consulting company and are on track to reach the Top 20 by 2030, with an expanding global footprint in the US (New York, Charlotte, Chicago, and Houston). Operating at the intersection of business and technology we design, develop, and deliver sustainable solutions at pace and scale creating greater value for our customers, employees, shareholders, and society.

BIP specializes in high-impact consulting services across multiple industries with 6,000 employees worldwide. Our domains include Financial Services business serves Capital Markets, Insurance and Payments verticals, supplemented with Data & AI, Cybersecurity, Risk & Compliance, Change Management and Digital Transformation practices. We integrate deep industry expertise with business, technology, and quantitative disciplines to deliver high-impact results for our clients.

BIP is currently expanding its footprint in the United States, focusing on growing its Capital Markets and Financial Services lines. Our teams operate at the intersection of business strategy, technology, and data to help our clients in driving smarter decisions, reducing risks, and staying ahead in a fast-evolving market environment.

About the Role:

We are seeking a Senior C++ / Java Developer to support a U.S. Treasury systematic trading platform within a leading global markets organization. This role will help onboard CME / BrokerTec as an exchange and enable central limit order book (CLOB) execution, while rearchitecting and optimizing a mixed C++ and Java platform for performance, scalability, and resilience.

The ideal candidate combines deep U.S. Treasury market and trading knowledge with hands-on electronic trading technology experience. The engineer will partner closely with Treasury traders, quantitative strategists, and platform teams to translate market structure and execution requirements into production-grade solutions.

Key Responsibilities:

• Design, rearchitect, and optimize C++ and Java components supporting U.S. Treasury systematic trading.
• Support the onboarding of CME / BrokerTec as an execution venue and implement CLOB-based trading workflows.
• Build and enhance market data, order management, routing, execution, and venue-connectivity capabilities.
• Improve latency, throughput, determinism, scalability, and resilience across the full trading technology stack.
• Translate U.S. Treasury market structure, liquidity, and execution requirements into scalable technical solutions.
• Collaborate with traders, quantitative strategists, and platform teams on architecture and implementation decisions.
• Profile, benchmark, and tune systems at the application, CPU, memory, cache, network, and middleware levels.
• Ensure production systems meet the reliability, controls, monitoring, and operational standards of an electronic trading environment.

Required Skills and Experience:

• 5-10+ years of experience supporting U.S. Treasury electronic or systematic trading platforms.
• Strong hands-on C++ development expertise and solid Java experience in performance-sensitive trading systems.
• Deep knowledge of U.S. Treasury products, market structure, liquidity, and electronic execution workflows.
• Experience with CLOB trading, order books, market data, order routing, execution engines, or venue connectivity.
• Proven ability to rearchitect, optimize, and deliver production-grade trading infrastructure.
• Strong understanding of latency optimization, concurrency, memory management, and distributed systems.
• Linux systems programming, performance profiling, and production support experience.

Preferred Qualifications:

• Direct experience with CME / BrokerTec connectivity, market data, or order-entry workflows.
• Experience onboarding a new exchange, ECN, or electronic trading venue.
• Background in fixed income quantitative strategy, e-trading, or systematic market making.
• Knowledge of exchange protocols, binary feeds, FIX, and real-time market data architectures.
• Experience with CPU/cache optimization, lock-free structures, kernel/network tuning, or Python-based trading frameworks.

The base salary range for this role is $140,000 - 200,000, with flexibility for exceptional candidates

Benefits:

• Choice of medical, dental, vision insurance.
• Voluntary benefits.
• Short- and long-term disability.
• HSA and FSAs.
• Matching 401k.
• Discretionary performanc…