Quantitative Developer

Location: On-site (Hyderabad)

Type: Full time

Reports To: Founder

About PHNX Securities

PHNX Securities is a next-generation quantitative trading firm, focused on systematic, research-driven strategies. Our approach combines deep market understanding with robust engineering—emphasizing clean execution infrastructure, rigorous backtesting, strict risk controls, and full regulatory readiness.

At our core, we THINK, STRATEGIZE, BUILD, and TRADE—with discipline, precision, and long-term scalability in mind.

Our Mission To combine advanced research, automation, and disciplined risk management to create scalable, repeatable, high-conviction quantitative strategies across global markets.

Role Overview

We are seeking a highly skilled Quantitative Developer to design and build ultra-low-latency trading infrastructure that powers research, execution, and live trading.

This role operates at the intersection of quantitative research, market microstructure, and high-performance systems engineering, with a strong emphasis on production-grade C++ and latency-critical execution systems.

You will play a key role in building high-performance systems that directly impact trading outcomes in equities, futures, and options markets.

Key Responsibilities

Design and develop ultra-low-latency trading systems using modern C++ (C++17/20)

Architect and enhance Order Management Systems (OMS), including:

Order routing

Pre-trade risk checks

Execution handling and fills

Collaborate closely with quantitative researchers to productionize strategies

Optimize system performance across application, kernel, and network layers

Profile, benchmark, and reduce end-to-end latency

Contribute to backtesting, simulation,



and live deployment infrastructure

Ensure system reliability, determinism, and scalability under real-time conditions

Required Skills & Experience

Strong expertise in C++ (C++17/20), including:

Concurrency and multi-threading

Memory management and low-level optimization

Performance tuning for latency-critical systems

Deep understanding of Order Management Systems (OMS) and order lifecycle

Experience with FIX protocol and/or exchange-native APIs

Strong knowledge of market microstructure

Proven experience in low-latency trading systems or market data infrastructure

Familiarity with Linux systems, including kernel tuning and networking

Experience with NSE trading system

Preferred (Nice to Have)

Experience with tick-level simulation and backtesting systems

Exposure to time synchronization (PTP) and clock precision systems

Knowledge of NIC offloading, kernel bypass (DPDK/Solarflare, etc.)

Experience working in exchange-connected production environments

Understanding of strategy deployment frameworks and execution pipelines

Candidate Profile

Strong systems thinker with deep attention to performance and detail

Passionate about low-latency engineering and trading systems

Ability to work independently in high-impact, high-responsibility environments

Comfortable working closely with researchers and leadership

Focused, disciplined, and execution-driven mindset

Why Join PHNX Securities

Build from the ground up at a high-performance trading firm

Work directly with the Founder on core trading infrastructure

Exposure to cutting-edge trading systems

High ownership and real impact on live trading systems

Opportunity to shape the firm’s technical foundation

📌 Quantitative Developer (Hyderabad)
🏢 Consultixs
📍 Hyderabad