C++ Quantitative Developer: Proprietary Trading Firm (New York)

About the role

Partner with quantitative researchers to design, backtest, and deploy high-frequency futures trading strategies, translating market microstructure insights into optimized production C++. Build and maintain simulation, data pipeline, and research infrastructure to support rapid strategy testing and iteration. Requires expert-level, professional-grade C++ skills and a proven record building high-performance software, including deep knowledge of memory, caches, concurrency, and profiling. Candidates should have experience in trading, exchange, or other latency-sensitive environments, or exceptional systems engineering skills with a genuine interest in markets; US work eligibility without sponsorship is required.