About the Role :
We are building a next-generation low-latency trading platform and are looking for a highly skilled C++ / C# .NET Quantitative Developer to design, develop, and optimize algorithmic trading strategies, indicators, and execution models.
You will collaborate closely with traders and data teams to deliver ultra-fast, reliable, and scalable trading solutions.
Key Responsibilities :
- Develop & optimize low-latency trading algorithms in C++17 / 20 and C# .NET 6+.
- Integrate quantitative models into live execution environments.
- Work with traders and data engineers to build real-time market data feeds and backtesting frameworks.
- Implement pre-trade and post-trade risk controls.
- Optimize trading systems for sub-millisecond execution.
Requirements :
Expert-level proficiency in C++ (multi-threading, lock-free, performance tuning) and C# .NET.Strong knowledge of market microstructure and execution strategies.Hands-on experience with FIX / ITCH protocols, market data APIs, and time-series analysis.Familiarity with technical indicators and algorithmic trading.Bonus Skills :
Experience in High-Frequency Trading (HFT) environments.Exposure to platforms like MetaTrader or NinjaTrader.Knowledge of Python or Lua scripting.Why Join Us ?
Build cutting-edge trading systems with state-of-the-art latency performance.Work alongside traders, quants, and engineers solving high-impact problems.Be part of a fast-paced, innovation-driven environment.(ref : hirist.tech)