The successful candidate will be directly involved in a critical path for high-volume trading with a core focus on technical and economic performance. They will work closely with quantitative research to optimize the firm's overall execution performance.

Key responsibilities include:

• Building out the C++ low-latency framework for algorithmic trading
• Developing execution algorithms, order management systems, strategy containers, market data handlers, and trading interfaces
• Enhancing the platform's efficiency using network and systems programming
• Creating systems, interfaces, and tools for historical market data and trading simulations
• Assisting in building and maintaining automated tests, performance benchmark framework, and other tools

The ideal candidate will have 5+ years of professional experience in a front-office, financial services environment as a senior contributor, with a strong background in data structures, algorithms, and object-oriented programming in C++. They should be proficient with new features of C++17/C++20/C++23, multithreading, and asynchronous environments. A degree in computer science or a related field is required.

The estimated base salary range for this position is $160,000 to $250,000, which is specific to New York and may change in the future.

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