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Niche HFT specialization and lesser-known employer reduce applicant density despite mid-level experience requirement.
Very specialized HFT/system-level C++ skills limit cross-industry transferability.
Multiple mandatory high-skill filters (5+ years, kernel-bypass, lock-free, CPU-level optimization) make screening stringent.
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Design, develop, and optimize ultra-low-latency trading systems and core trading infrastructure executing millions of orders daily at microsecond speeds.
Build and maintain order management systems, execution engines, and market data handlers with sub-microsecond latency performance.
Develop kernel bypass networking solutions and integrate with exchange co-location environments, collaborating with quant researchers to implement execution algorithms.
5+ years of professional C++ development experience, preferably in HFT or systems programming.
Expertise in modern C++ features including templates, move semantics, lock-free programming, and memory models.
Strong understanding of computer architecture (CPU caches, NUMA, branch prediction, vectorization) and lock-free data structures.
Proficiency with Linux performance tools (perf, flamegraphs, vtune, valgrind, strace) and TCP/IP networking, with latency reasoning at nanosecond granularity.
Highly experienced in low-latency systems programming in modern C++ within performance-critical environments such as HFT.
Skilled in advanced CPU and network optimization techniques including kernel bypass networking and exchange protocol integration.
Comfortable working at the intersection of systems programming and quantitative finance, collaborating closely with quant researchers.