C++ Low Latency Engineer - High-Frequency Trading (Derivatives)
C++ Low Latency Engineer - High-Frequency Trading (Derivatives)
📍 Amsterdam, Netherlands
💰 Highly Competitive Compensation + Bonus
The Opportunity
A leading quantitative trading firm is launching a new trading office in Amsterdam as part of its global expansion across European derivatives markets.
This is a foundational hire - you'll be joining a small, high-impact engineering team responsible for building and optimizing ultra-low latency trading systems that directly drive PnL.
The firm operates across major derivatives venues (futures & options), deploying systematic and high-frequency strategies where performance, determinism, and speed are critical.
If you've worked in an environment where nanoseconds matter, cache misses hurt, and performance is a competitive edge, this will feel like home.
What You'll Be Doing
- Design, build, and optimize ultra-low latency trading systems in modern C++ (C++17/20)
- Work on exchange connectivity, market data handlers, and order execution pipelines
- Optimize systems at the hardware level (CPU cache, NUMA, kernel bypass, NIC tuning)
- Reduce tick-to-trade latency and improve throughput across trading infrastructure
- Collaborate closely with quant researchers and traders to translate strategies into production systems
- Develop lock-free / wait-free data structures and high-performance messaging frameworks
- Profile and debug systems using perf, VTune, flame graphs, and custom tooling
- Contribute to colocation strategies and exchange-level optimizations
What We're Looking For
- Strong experience in modern C++ (C++14/17/20) in performance-critical environments
- Background in low latency systems (HFT, proprietary trading, market making, or similar)
- Deep understanding of:
- Multithreading / concurrency (lock-free programming)
- Memory management, CPU architecture, cache optimization
- Linux systems programming (kernel, networking stack)
- Experience with:
- Market data feeds (ITCH, OUCH, FIX, binary protocols)
- Exchange connectivity and order routing systems
- Latency profiling and optimization
- Strong grasp of data structures, algorithms, and system design under latency constraints
Nice to Have
- Experience working with derivatives (futures, options, volatility products)
- Knowledge of kernel bypass technologies (DPDK, Solarflare, Onload)
- FPGA exposure or hardware acceleration experience
- Prior experience in colocated trading environments
Why Join
- Be part of a greenfield office build-out in Amsterdam
- Direct impact on live trading performance and PnL
- Work alongside high-caliber engineers, quants, and traders
- Flat structure, fast decision-making, engineering-driven culture
- Competitive compensation with strong performance-based upside
FAQs
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