C++ Software Engineer (DV Commodities - New York)
DV Trading1 month ago
Base Salary
$180k - $250k/yr
Responsibilities
- Lead the design, implementation, and deployment of the core C++ trading platform across execution, order management, market data, pricing, and risk.
- Design and maintain direct exchange connectivity, including order-entry gateways and feed handlers for CME, ICE, and other futures and commodities venues.
- Optimize microsecond- and nanosecond-level performance through lock-free data structures, cache-aware design, kernel-bypass networking, CPU pinning, NUMA tuning, and latency measurement.
- Partner with trading desks, quants, and developers on pricing, execution algorithms, feature requests, and complex production issues.
- Build high-performance components for simulation and live trading.
- Own systems through design, implementation, testing, deployment, and production support in a live trading environment.
Requirements
- 7+ years of professional C++ development experience with deep knowledge of modern C++17/20, templates, move semantics, memory models, and concurrency.
- Experience building low-latency, high-throughput, multithreaded systems for quantitative trading, ideally at a proprietary trading firm, market maker, hedge fund, or exchange.
- Strong understanding of exchange operations, order types, matching-engine behavior, market microstructure, and native exchange protocols such as iLink/MDP, native ICE, and FIX/SBE.
- Direct experience with futures and/or commodities markets; energy markets and swaps experience is a strong plus.
- Systems-level fluency with Linux/Unix, Git, TCP/UDP and multicast networking, kernel-bypass stacks such as Onload, VMA, or DPDK, and performance profiling.
- Experience with distributed systems, large datasets, and SQL, NoSQL, or tick databases.
- Ability to program in Python, NumPy, and pandas for research and tooling.
- Strong verbal and written communication skills and sound judgment in production trading environments.
- Bachelor’s degree or higher in computer science, engineering, or another technical discipline, or equivalent practical experience.
Benefits
- Discretionary bonus eligibility.
- Medical, dental, and vision insurance.
- HSA, FSA, and dependent care options.
- Employer-paid group term life and AD&D insurance, plus voluntary LTD, life, and AD&D insurance.
- Flexible vacation policy.
- Retirement plan with employer match.
- Base salary range of $180,000–$250,000 USD.