Senior Software Engineer | HFT | Pricing & Optimization (C++/GPU)


Philadelphia
Permanent
USD250000 - USD350000
Financial Technology
PR/580600_1771887570
Senior Software Engineer | HFT | Pricing & Optimization (C++/GPU)

A global trading firm is hiring a Senior Software Engineer to join a high‑impact engineering group responsible for building and optimizing the pricing infrastructure that powers real‑time model evaluation across global markets. This is a deeply technical role where mathematical rigor, performance‑aware engineering, and system reliability are essential.

You'll work closely with quants, traders, and fellow engineers to design scalable pricing engines and modular model frameworks that support a wide variety of strategies and time horizons. Your work will directly influence how the firm constructs, tunes, and deploys pricing models across desks.

Responsibilities

  • Architect and implement high‑performance pricing engines in modern C++
  • Develop a modular framework that allows multiple desks to leverage shared pricing components
  • Integrate GPU acceleration (CUDA or related frameworks) to optimize numerical workloads
  • Collaborate with quantitative researchers to tune models, improve stability, and enhance execution pipelines
  • Design and maintain performance‑aware components (not ultra‑low latency, but high throughput and efficiency focused)
  • Profile, debug, and optimize complex systems running in production
  • Contribute to architecture discussions, design reviews, and performance investigations

Qualifications

  • 5+ years of software engineering experience
  • Strong mastery of C++ (C++17/C++20 preferred)
  • Experience with GPU computing (CUDA, HPC libraries, or NVIDIA optimization stacks)
  • Background in numerical optimization, scientific computing, or model‑heavy systems
  • Solid understanding of multithreading, concurrency, memory, and Linux fundamentals
  • Experience building performance‑aware distributed or real‑time systems
  • Degree in Computer Science, Engineering, Applied Math, Physics, or related technical field
  • Strong communication skills and comfort working in quant‑adjacent engineering teams

What Makes This Role Unique

  • Not a research role - this is engineering, close to the math
  • Direct exposure to traders and quants, influencing production models
  • Opportunity to shape a firmwide pricing framework used across asset classes
  • Fast interview process with a practical, engineer‑focused C++ evaluation

FAQs

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