C++ Market Making Developer

One of the fastes growing HFT firms in Australia are seeking an experienced and highly-skilled C++ Developer with a strong background in market making systems. This role involves developing and optimising low-latency trading systems that operate in financial markets, with a focus on achieving ultra-low latencies and high reliability. The ideal candidate will possess deep technical expertise in C++ and a comprehensive understanding of trading systems architecture, networking, and performance tuning.

You will be responsible for the development of systems designed to execute high-frequency trading strategies with rigorous performance and stability metrics.

Key Responsibilities:

• Design, implement and maintain high-performance C++ trading applications for market making.
• Optimise code for speed and efficiency, ensuring minimal latency in all processes.
• Collaborate with traders, researchers, and other engineers to implement trading strategies.
• Develop robust testing frameworks to ensure system stability and correctness under market conditions.
• Troubleshoot and analyse system issues in a high-pressure, live trading environment.
• Monitor and improve system performance, proactively identifying potential bottlenecks or inefficiencies.
• Maintain clear and effective documentation for internal use and future development.

Required Skills and Experience:

• Excellent programming skills in modern C++ (C++14/17/20), with a strong understanding of best practices and performance considerations.
• Experience in low-latency, high-frequency trading systems, preferably in a market making context.
• In-depth knowledge of networking (TCP/UDP, multicast) and Linux system-level programming.
• Familiarity with hardware/software interaction, memory management, and real-time system architecture.
• Ability to work effectively under pressure with minimal supervision, in a collaborative team environment.
• Strong problem-solving skills and keen attention to detail.
• Excellent communication skills and the ability to interact effectively with other team members.

Desirable Qualifications:

• Bachelor’s or Master’s degree in Computer Science, Engineering, Mathematics, or a related field.
• Knowledge of exchange connectivity protocols (e.g., FIX, OUCH, ITCH) and market data handling.
• Experience with performance profiling tools and benchmarking.
• Understanding of financial instruments, market structure and trading concepts.