
Experienced Software Engineer – Low Level (C++)
Hudson River Trading11 months ago
Base Salary
$200k - $300k/yr
Responsibilities
- Develop and optimize infrastructure for market data, order entry, and execution logic across multiple asset classes.
- Design fault-tolerant, low-latency systems for live trading, including WAN data encoding, prioritization, and recovery from hardware failures.
- Profile and improve performance-critical production code for throughput and latency.
- Build and maintain infrastructure for client-facing wholesale and SDP platforms, distributed network filesystems, and scalable research workflows.
- Write software that interfaces with specialized trading hardware such as FPGAs and ASICs.
- Collaborate with researchers, traders, and hardware specialists on complex engineering solutions.
Requirements
- At least 1 year of professional work experience.
- Bachelor's degree in Computer Science, Computer Engineering, or a related field.
- Advanced C++ experience is required, with daily use preferred.
- Knowledge of UNIX operating systems, including Linux, system and processor performance, and network communication.
- Superior design, debugging, and problem-solving skills.
- Ability to solve complex engineering problems independently and provide technical advice to others.
- Ability to work on long-term architectural projects while troubleshooting smaller tasks and bug fixes.
- Ability to describe software designs at both high and low levels.
Benefits
- Competitive benefits package
- Eligible for discretionary performance-based bonuses
About Hudson River Trading
Hudson River Trading is a privately held quantitative trading firm that researches and builds automated trading algorithms and low-latency systems. It trades its own capital across global electronic markets in multiple asset classes, often acting as a liquidity provider. Founded in 2002 and headquartered in New York, the firm runs a large-scale trading platform with around-the-clock operations supporting live market activity and risk controls.