Overview: We are building out the next generation of our proprietary electronic trading platform - a greenfield, event-based trading and market data system covering pricing, execution, and risk management - and we are looking for a senior C++ engineer to help lead that effort. You will design and build the systems our trading desks depend on every day: ultra-low-latency execution engines, market data pipelines, order and risk management, and direct connectivity to the world's major futures and commodities exchanges. This is a hands-on senior role on a small team with broad ownership across the trading stack - the code you write goes to production and trades real markets.
Job Responsibilities:- Lead the design, implementation, and deployment of DV Commodities' core C++ trading platform: execution, order management, market data, pricing, and risk.
- Design and maintain direct exchange connectivity - order entry gateways and feed handlers for venues such as CME (iLink 3 / MDP 3.0), ICE, and other futures and commodities markets.
- Drive microsecond- and nanosecond-level performance work: lock-free data structures, cache-aware design, kernel-bypass networking, CPU pinning and NUMA tuning, and rigorous latency measurement.
- Work directly with trading desks on new feature requests, pricing, and execution algos, and with quants and developers on cross-functional teams to troubleshoot and solve complex problems.
- Build high-performance components for both simulation and live trading.
- Own systems end to end - design, implementation, testing, deployment, and production support in a live trading environment.
Requirements:- 7+ years of professional C++ development, with deep command of modern C++ (17/20), templates, move semantics, memory models, and concurrency.
- Proven experience building low-latency, high-throughput, multi-threaded systems for quantitative trading - ideally at a proprietary trading firm, market maker, hedge fund, or exchange.
- Strong knowledge of how exchanges work: order types, matching engine behavior, market microstructure, and native exchange protocols (e.g., iLink/MDP, native ICE, FIX/SBE).
- Direct experience with futures and/or commodities markets; energy markets (crude, refined products, natural gas) and swaps a strong plus.
- Systems-level fluency: Linux/Unix environments, git, TCP/UDP and multicast networking, kernel-bypass stacks (Onload, VMA, DPDK, or similar), and performance profiling.
- Experience with distributed systems, large data sets, and SQL, NoSQL, or tick databases.
- Ability to program in a scientific computing environment (Python/NumPy/pandas) for research and tooling.
- Strong verbal and written communication skills; sound judgment in production trading environments.
- Bachelor's degree or higher in CS, Engineering, or another technical discipline, or equivalent practical experience.
Benefits: - Discretionary bonus eligibility
- Medical, dental, and vision insurance
- HSA, FSA, and Dependent Care Options
- Employer Paid Group Term Life and AD&D insurance
- Voluntary LTD, Life & AD&D insurance
- Flexible Vacation policy
- Retirement plan with employer match
The range below reflects the expected base salary for this position. It represents a good-faith estimate of the base pay we anticipate offering, with actual compensation determined by your experience, education, skills, and performance throughout the interview process. This role is also eligible for a discretionary bonus (at DV Trading's discretion) and DV Trading's benefits package, including the benefits listed above.
Base Salary Range
$180,000-$250,000 USD
