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Job Title: C++/KDB+ Engineer (Hands-on) – Hedge Fund

Location: New York
 

Job Description

We are seeking a highly skilled C++/KDB+ Engineer with hands-on experience in low-latency trading systems and real-time market data processing to join our hedge fund. The ideal candidate will have deep expertise in C++ (low-latency, multithreading) and KDB+/q database development, with a strong understanding of high-frequency trading (HFT), algorithmic trading, and market-making strategies.

For manager-level candidates, the role includes technical leadership, team mentoring, and close collaboration with traders and quants to develop and optimize trading strategies.

Key Responsibilities

For Engineer-Level Candidates:

• Develop and optimize ultra-low-latency trading systems using C++ (C++11/14/17) and KDB+.
• Design and maintain real-time market data pipelines for equities, fixed income, FX, and derivatives.
• Implement high-performance data structures and algorithms for real-time trading analytics.
• Write and optimize complex q queries for historical and tick data analysis.
• Enhance performance, scalability, and fault tolerance of trading infrastructure.
• Work with traders and quants to fine-tune execution strategies and market data analytics.

For Manager-Level Candidates:

• Lead a team of C++ and KDB+ engineers, providing technical guidance and mentorship.
• Collaborate with quantitative analysts, traders, and risk managers to develop next-generation trading solutions.
• Oversee the architecture and implementation of trading infrastructure improvements.
• Ensure best practices in software development, testing, and deployment (CI/CD, DevOps).
• Stay ahead of industry trends, evaluating new technologies for competitive advantage.

Required Skills & Qualifications

Technical Expertise:

• Strong C++ Development (C++11/14/17) with expertise in low-latency, high-performance computing.
• Deep knowledge of multithreading, concurrency, memory management, and lock-free programming.
• Advanced KDB+/q development, including real-time tick data processing and analytics.
• Experience with high-speed networking protocols (TCP/IP, UDP, multicast).
• Strong database skills: optimizing time-series data storage and retrieval in KDB+.
• Linux-based development with scripting experience (Python, Bash, or Perl).
• Familiarity with distributed systems, in-memory computing, and event-driven architectures.

Financial Market Knowledge:

• Understanding of market data protocols (FIX, Bloomberg, Reuters, ICE, etc.).
• Experience with algorithmic trading, market making, and execution strategies.
• Familiarity with risk management, P&L calculations, and trading analytics.

Preferred Qualifications:

• Experience in hedge funds, proprietary trading, investment banking, or financial technology.
• Background in real-time data analytics and quantitative trading models.
• Exposure to hardware acceleration (FPGA, GPU computing for trading).
• Knowledge of Cloud (AWS, GCP, Azure) and Kubernetes-based deployments.