About the role

Aplyr's Quick Take

This role is for a C++ Software Engineer focused on building and maintaining real-time market data infrastructure for trading systems. You'll be coding in C++, collaborating with researchers and traders to ensure data quality and system performance. It's an individual contributor role that requires strong technical skills and a good understanding of financial markets.

Good fit

Ideal candidates have at least 2 years of experience in high-performance C++ development and a background in finance or trading. You should be proactive, accountable, and comfortable working independently in a fast-paced environment.

Worth noting

The role emphasizes collaboration with quantitative researchers, which could be a great opportunity for those looking to bridge software engineering and finance. However, the posting suggests a high-pressure environment, which may not suit everyone.

Aquatic was founded with a shared passion for tackling some of the most complex challenges in one of the world’s most competitive arenas—global financial markets. From the very beginning, we have been driven by a deep commitment to applying cutting-edge scientific research and technological innovation to deliver unparalleled performance. Our journey is one of continuous growth and exploration, marked by a spirit of curiosity and relentless drive for excellence.

Aquatic Capital Management is seeking a C++ Software Engineer to join our Market Data team. In this role, you’ll build and maintain real-time market data infrastructure that delivers clean, reliable, and low-latency data to research and trading systems. You'll work closely with researchers and technologists across the firm to ensure optimal system performance and data quality.

Role Details:

Design and develop performant C++ applications to process real-time market data from global exchanges
Build tools that enable seamless, automated, and reproducible deployment of models into live trading environments.
Enhance the performance, reliability, scalability, and throughput of real-time trading systems.
Collaborate closely with quantitative researchers to improve the profitability and effectiveness of trading strategies.
Work closely with strategy and trading desks to ensure alignment of data delivery with trading objectives

Technical Experience:

2+ years of professional experience writing high-performance C++ (C++14/17/20)
Deep understanding of market data, order books, and exchange microstructure
Strong familiarity with Linux systems programming, networking, and multithreading
Passion for clean, well-architected code and systems design
Bachelor's degree in Computer Science, Engineering, or a related field; advanced degree a plus
Background in quantitative or systematic trading environments preferred
Involvement with systems tied to strategy performance or PnL outcomes would be nice to have

Candidate Qualities:

Strong bias for action
Driven by accountability and internal urgency
Desire to independently seek best solutions
Preference for working in a team that focuses on delivering results aligned with Research goals
Comfortable providing and receiving actionable feedback in a collaborative team setting
Motivated by an ambitious environment and driven colleagues

The base salary for this role is anticipated to be between $150,000 and $300,000, which is based on information at the time of posting. This position may also be eligible for additional forms of compensation, such as a discretionary bonus, and benefits. Discretionary bonus can be a significant portion of total compensation. Actual compensation for successful candidates will be carefully determined based on a number of factors, including their unique skills, qualifications and relevant experience.

Benefits:

Benefits: For full-time employees, fully paid medical, dental, and vision for employees and dependents, competitive 401k plan, employer-paid life & disability insurance
Perks: Wellness programs, casual dress, snacks, lunch, game room, team and company events
Development: Open environment to maximize learning and knowledge sharing
Time: Generous PTO, paid holidays, competitive paid caregiver leaves

Aquatic Capital

This role represents a unique opportunity to join a quantitative investment manager in its early stage of growth. The firm’s culture will be shaped by collaboration, meritocracy, ambition, and calm determination.

Aquatic is a proud equal opportunity workplace. We do not discriminate based upon race, religion, color, national origin, sex, sexual orientation, gender identity/expression, age, status as a protected veteran, status as an individual with a disability, or any other applicable legally protected characteristics.

Skills & Tags

go ai ios data design

Aplyr's read

Aquatic Capital Management is a quantitative trading firm where data-driven innovation meets advanced technology, attracting top-tier talent in engineering and quantitative research.
Synthesized from recent postings & public sources

What's promising

•Aquatic Capital Management offers a dynamic environment for those interested in quantitative finance and cutting-edge technology.
•The firm provides opportunities for both interns and early career professionals, indicating a commitment to talent development.
•Aquatic's focus on quantitative research allows employees to work on complex, impactful financial models.

What to watch

•The competitive nature of the trading industry may lead to high-pressure work environments.
•Limited public information about the company's culture and work-life balance.
•The firm's niche focus on quantitative trading may not appeal to those seeking broader finance roles.

Why Aquatic Capital Management

•Aquatic Capital Management emphasizes a strong integration of technology and finance, setting it apart from traditional finance firms.
•The firm actively recruits PhD-level researchers, highlighting its commitment to advanced research.
•Aquatic's recruitment of both engineers and researchers suggests a collaborative approach to problem-solving.

Aplyr’s read is generated by AI from public sources. Was it useful?