About the Role

We are seeking an exceptional Low-Latency C++ Software Engineer to join our High-Frequency Trading technology team. You will design and build the core trading infrastructure that executes millions of orders per day at microsecond speeds. This is a highly technical, high-impact role at the intersection of systems programming and quantitative finance.

Responsibilities

- Design, develop, and optimize ultra-low-latency trading systems in modern C++ (C++17/20)
- Build and maintain order management systems (OMS), execution engines, and market data handlers
- Profile and tune code to achieve sub-microsecond latency across the full trading stack
- Develop kernel bypass networking solutions using DPDK, Solarflare OpenOnload, or similar technologies
- Collaborate with quant researchers to implement and deploy alpha signals and execution algorithms
- Optimize for cache efficiency, branch prediction, and CPU pipeline utilization
- Integrate with exchange co-location environments and FIX/ITCH/OUCH protocols
- Monitor production systems and participate in on-call rotations

Required Qualifications





- 5+ years of professional C++ development experience (HFT or systems programming preferred)
- Deep expertise in modern C++ (templates, move semantics, lock-free programming, memory models)
- Robust understanding of computer architecture: CPU caches, NUMA, branch prediction, vectorization (SIMD/AVX)
- Experience with lock-free and wait-free data structures (atomic operations, memory ordering)
- Proficiency with Linux performance tooling: perf, flamegraphs, vtune, valgrind, strace
- Solid grasp of TCP/IP networking and the Linux network stack
- Ability to reason about latency at nanosecond granularity

Preferred Qualifications

- Experience with kernel bypass networking (DPDK, RDMA, Solarflare, Exablaze)
- Knowledge of exchange connectivity protocols: FIX, ITCH, OUCH, SBE
- Familiarity with FPGA-assisted trading pipelines
- Experience with co-location environments and cross-connect infrastructure
- Background in market microstructure or quantitative finance
- Contributions to open-source performance-critical projects

📌 HFT C++ Software Engineer (Mumbai)
🏢 Qode Advisors
📍 Mumbai