About
A quantitative trading and investment technology firm operates globally across liquid financial markets, combining technology, large-scale research, and engineering to solve complex problems in systematic trading.
Responsibilities
•Design, develop, and optimize high-performance C++ systems for trading, market data, and infrastructure workloads
•Analyze and improve latency across CPU, memory, cache, and networking layers
•Build scalable and reliable components for real-time distributed systems
•Collaborate with hardware, networking, and FPGA teams to optimize critical data paths
•Profile, benchmark, and troubleshoot performance bottlenecks in production systems
•Contribute to the design of next-generation low-latency architectures
Requirements
•3+ years of professional experience developing performance-critical software in modern C++ (C++17 or newer)
•Strong understanding of systems programming and low-level software architecture
•Deep knowledge of memory management, CPU architecture, cache behavior, and concurrency
•Experience in Linux environments, including familiarity with kernel tuning and performance profiling
•Understanding of networking fundamentals and system performance under load
•Genuine interest in performance optimization and solving complex engineering challenges
Nice to have
•Low-latency trading, HFT, market-making, or exchange connectivity experience
•Kernel bypass technologies
•TCP/UDP networking
•FPGA interaction and hardware acceleration
•Real-time distributed systems
•Performance profiling and benchmarking tools
Conditions
•Opportunity to join a newly established Amsterdam engineering hub at an early stage
•Work alongside some of the strongest engineers in quantitative trading
•Tackle highly complex technical challenges at the intersection of software and hardware
•Competitive compensation package
•Relocation support is available
•Collaborative, engineering-driven culture with significant ownership and impact
