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High Frequency Trading Systems Developer Jobs (NOW HIRING)

G-20 Group

Low Latency MM Engineer

New York, NY · On-site

Design, build, and maintain ultra-low-latency market making systems, including order entry, market ... Prior experience at a market making firm, high-frequency trading firm, or exchange technology ...

G-20 Group

Low Latency MM Engineer

New York, NY

Design, build, and maintain ultra-low-latency market making systems, including order entry, market ... Prior experience at a market making firm, high-frequency trading firm, or exchange technology ...

Forte Group

Lead C++ Developer

Chicago, IL

Company Description A trading well-funded company headquartered in the Chicago Loop You will have the opportunity to work on all aspects of our high-frequency trading system Qualifications ...

Wintermute Group

... high-frequency trading, liquidity provision and digital assets. You will take ownership of P&L ... There are no legacy systems, multiple layers of approvals or rigid boundaries between trading ...

Wintermute Group

Algorithmic Trader

Manhattan, NY · On-site

... high-frequency trading, liquidity provision and digital assets. You will take ownership of P&L ... There are no legacy systems, multiple layers of approvals or rigid boundaries between trading ...

Cloud Peritus

Hardware Engineer

New York, NY · On-site

$135K - $178K/yr

We are looking for a hardware engineer to join our high frequency trading technology team ... Experience with functional verification and system level debugging. Experience with processing ...

Qube Research & Technologies

FPGA Engineer

New York, NY · On-site

$180K - $280K/yr

FPGA development will be at the heart of many of these systems with a focus on high frequency trading. We are looking for talented hardware engineers with a track record of achievement in any domain.

Midpoint Markets

Software Developer

San Francisco, CA · On-site

Build complicated, highly performant trading systems. * Work on fast, high-volume, distributed ... Curiosity about crypto markets and the technology behind high-frequency trading. * Fully paid ...

Cloud Peritus

Hardware Engineer

New York, NY · On-site

$135K - $178K/yr

We are looking for a hardware engineer to join our high frequency trading technology team ... system level debugging. • Experience with processing market data and exchange order entry ...

Qube Research & Technologies

FPGA Engineer

New York, NY

$180K - $280K/yr

FPGA development will be at the heart of many of these systems with a focus on high frequency trading. We are looking for talented hardware engineers with a track record of achievement in any domain.

Next Step Systems

Senior Trading Systems Engineer

Chicago, IL · On-site

$107K - $147K/yr

Senior Trading Systems Engineer, Chicago, IL This Senior Trading Systems Engineer position is 100% fully onsite. Responsibilities: - Work collaboratively with technology and business teams on all ...

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Low Latency MM Engineer

New York, NY • On-site

G-20 Group
See more jobs at G-20 Groupexternal

Full-time

Posted 29 days ago

Job description

About G20 Group
G-20 Group is a cross-asset trading firm headquartered in Switzerland, trading delta-one and derivatives markets globally. We combine startup agility with institutional-grade experience in proprietary trading, technology, and quantitative finance.
Role Overview
We are hiring for a Low Latency Market Making Engineer to design, build, and continuously optimize the systems responsible for quote generation and order execution within microsecond-level latency tolerances. This role sits combines deep knowledge of software engineering, hardware, and market microstructure, and requires close collaboration with traders and quantitative researchers to translate strategy requirements into production systems capable of achieving favorable queue position across trading venues.
Responsibilities
  • Design, build, and maintain ultra-low-latency market making systems, including order entry, market data processing, risk controls, and quote and order management functionality
  • Continuously profile and optimize the tick-to-trade path, from network interface through kernel to application, with close attention to CPU cache behavior, memory layout, branch prediction, and lock-free data structures
  • Collaborate with hardware engineers, or develop FPGA logic directly depending on background, to minimize latency in critical-path processing
  • Own exchange connectivity, including implementation and maintenance of FIX, ITCH/OUCH, or proprietary binary protocols for order entry and market data feeds
  • Partner with traders and quantitative researchers to implement and calibrate quoting logic, risk controls, and inventory management in production environments
  • Build and maintain simulation, backtesting, and replay infrastructure to validate strategy and system changes prior to live deployment
  • Monitor live trading systems, diagnose latency regressions and operational anomalies in real time, and lead root-cause resolution efforts
  • Contribute to capacity planning and infrastructure decisions relating to co-location, network topology, and hardware upgrades
  • Uphold rigorous engineering standards, including code review, testing, deployment safety, and change management practices appropriate for systems executing live capital.

Requirements
  • Currently pursuing or recently completed a degree in Computer Science, Engineering, Mathematics, Data Science, Economics, Business, or a related field, top-tier university preferred
  • Strong proficiency in C++ (modern C++17/20 preferred), with the ability to reason about assembly output and compiler behavior
  • Thorough understanding of computer architecture, including CPU caches, NUMA, memory ordering, and kernel bypass networking technologies (e.g., Solarflare/OpenOnload, DPDK, or comparable solutions)
  • Experience with low-latency networking and associated protocols (TCP/UDP internals, multicast, kernel bypass) as well as exchange connectivity protocols such as FIX, ITCH, or OUCH
  • Solid understanding of Linux internals, including scheduling, interrupt handling, NUMA pinning, and huge pages, with demonstrated experience tuning production systems at the operating system level
  • Working knowledge of market microstructure, including order books, matching engine behavior, queue position, adverse selection, and inventory risk management practices employed by market makers
  • Experience with FPGA development (Verilog/VHDL) is advantageous, though not a strict requirement for all candidates
  • Demonstrated experience working on systems where microsecond- or nanosecond-level performance was critical, such as high-frequency trading, market making, exchange technology, or comparable latency-sensitive domains (telecommunications, high-performance computing, real-time systems)
  • Strong debugging and profiling capabilities using tools such as perf, VTune, or custom tracing and timestamping infrastructure
  • Strong communication skills and the ability to collaborate effectively with trading personnel under time-sensitive conditions during market hours.

Preferred / Desirable Experience
  • Experience building or tuning matching engines or exchange-side systems
  • Exposure to FPGA-based trading systems or programmable networking hardware (e.g., Solarflare, Exablaze, Arista MetaWatch)
  • Prior experience at a market making firm, high-frequency trading firm, or exchange technology vendor.

Locations and Right to work: This role can be based out of our Zurich, London, New York or Hong Kong office. Only candidates who possess the pre-existing right to work in one of the locations above without company sponsorship need apply.
Join G-20 and be a part of a team that is at the forefront of financial markets, driving innovation and excellence in the sector.

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