Specialista IT

Senior C++ Low Latency Engineer – Trading Infrastructure

We are looking for an exceptional C++ Engineer to join our trading technology team and contribute to the development of mission-critical, low-latency infrastructure used in a live trading environment.

The role focuses on designing and building highly performant real-time market data systems capable of ingesting, normalizing and distributing financial data from external providers (e.g. Bloomberg, Refinitiv, exchanges, brokers, proprietary feeds) through APIs and streaming interfaces, making it available with minimal latency to our proprietary position keeping and trading systems.

This is a highly technical role for candidates who are passionate about performance engineering, concurrency, systems architecture and real-time distributed systems in finance.

Responsibilities

• Design and develop ultra low-latency C++ services for market data acquisition and distribution

• Integrate external financial data providers via APIs, SDKs, streaming protocols and custom interfaces

• Build resilient, fault-tolerant, real-time infrastructure used directly by trading desks

• Optimize systems for latency, throughput and reliability under production load

• Work closely with traders, quantitative researchers and risk teams

• Contribute to the architecture of proprietary trading and position keeping platforms

• Diagnose and resolve performance bottlenecks at system and network level

• Maintain high standards for code quality, testing and operational robustness

Requirements

• Strong modern C++ expertise (C++17/20 preferred)

• Proven experience building low-latency or high-performance distributed systems

• Excellent understanding of multithreading, lock-free/concurrent programming, memory management and network programming

• Experience integrating market data providers such as Bloomberg, Refinitiv, ICE, exchanges or broker APIs

• Solid Linux systems knowledge

• Strong understanding of TCP/IP, messaging systems and real-time data pipelines

• Ability to reason about latency at application, OS and network level

• Previous exposure to financial markets or trading environments is preferred

• Quantitative finance exposure is a strong plus

Preferred Qualifications

• Experience in trading firms, hedge funds, HFT firms or investment banks

• Familiarity with feed handlers, market data normalization and event-driven architectures

• Knowledge of kernel bypass, DPDK, RDMA or similar performance-oriented technologies

• Experience with time-series data systems and real-time analytics

• Understanding of risk, PnL and position management systems

What We Offer

• Highly technical and intellectually demanding environment

• Direct impact on production trading systems

• Close collaboration with experienced quantitative and trading professionals

• Competitive compensation package

• Opportunity to work on sophisticated real-time financial infrastructure

We are interested in engineers who combine deep systems expertise with strong software craftsmanship and the ability to operate in performance-critical environments.