C++ Developer

Seeking a C++ engineer to design, build, and optimize ultra‑low‑latency trading systems. The role focuses on high‑performance market data processing, exchange connectivity, and order execution infrastructure across APAC markets. You will work closely with traders and quantitative teams to deliver deterministic, high‑throughput systems in a latency‑sensitive environment.

Responsibilities

• Develop and optimize low‑latency trading components, including market data handlers, order entry systems, and risk‑critical modules.
• Implement and maintain exchange connectivity (FIX/FAST/ITCH/OUCH or venue‑specific binary protocols) for major APAC exchanges.
• Conduct performance engineering: CPU/cache optimization, concurrency tuning, memory management, lock‑free structures, and Linux kernel/network tuning.
• Profile and troubleshoot production systems using tools such as perf, VTune, eBPF, flame graphs, tcpdump/Wireshark.
• Collaborate with traders, quantitative researchers, and platform teams to refine system behavior, optimize throughput, and reduce jitter/latency.
• Ensure robust, production‑grade code through automated testing, benchmarking frameworks, and safe deployment practices.
• Participate in on‑call rotation to support live trading systems.

• Strong proficiency in modern C++ (C++17/20) on Linux for performance‑critical or real‑time systems.
• Deep understanding of concurrency, memory models, multithreading, lock‑free techniques, and deterministic low‑latency design.
• Hands‑on experience with market data and/or order entry protocols (FIX + at least one binary feed).
• Solid knowledge of Linux systems, networking internals (TCP/UDP/multicast), kernel tuning, and system profiling.
• Strength in debugging and performance analysis using industry‑standard tools.
• Strong CS fundamentals and the ability to balance correctness vs. performance trade‑offs.
• Excellent communication and ability to work with trading and quantitative teams.

• Experience with DPDK, RDMA, kernel bypass networking, PTP/1588 time sync, or low‑latency NIC tuning.
• Exposure to market‑making, execution systems, or high‑frequency strategy pipelines.
• Familiarity with kdb+/q or time‑series analytics.
• Scripting (Python/Bash) for automation and tooling.

Selby Jennings is a Trading Style of Phaidon International (License number R1871443)