Quantitative Developer

Quantitative Developer, Low Latency Modern C++

I’m working a mandate for a global market making and HFT firm built by senior technologists out of Jump, HRT, and Citadel Securities, now scaling its New York engineering team.

This is a hands-on role at the hardware edge of the stack. You’d own pieces of the tick-to-trade path end to end, from FPGA-accelerated market data parsing through kernel-bypass networking, lock-free order book construction. The team measures latency in nanoseconds, not microseconds, and every design decision from cache line layout to NIC firmware is treated as fair game for optimization.

They’re looking for someone who has genuinely lived in this layer of the stack: custom TCP/UDP stacks, colocated infra, careful memory and branch prediction work, and enough systems-level C++ to profile and rewrite hot paths without waiting on a platform team. Prior HFT or prop trading experience is expected, but what matters more is a track record of shipping measurable latency wins.

Compensation is structured to be competitive with the top of the market, with packages ranging roughly from $800K to $1.8M depending on level and prior comp, plus guaranteed components and sign-on support where non-competes or deferred bonuses are a factor.

If you’re deep in this world and open to a confidential conversation about the mandate, message me directly.