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# Senior Software Engineer, C++ (Market Data)

- **Company:** Flow Traders U.S. LLC
- **Location:** New York, NY, United States
- **Experience:** Expert
- **Salary:** $225,000 - $300,000
- **Contract:** Permanent contract
- **Skills:** Algorithmic Trading, C++ (Programming Language), Software Engineering, Multithreading, Concurrency, Information Technology, Low Latency, C++14
- **Published:** November 2, 2026
- **Apply:** https://www.careerbuilder.com/job-details/senior-software-engineer-c-market-data-new-york-ny--90a37813-768d-4a8f-99e8-0ce6aad5fc00

## About the Role

Software Engineering, C++ Programming Language, Philosophy, Software Engineering, Construction, C++ Programming Language, Plumbing, Operating Systems, Strategic Planning, Concurrency, * BSc, MSc, or PhD in Computer Science, Mathematics, or a related field.

 * 7+ years of post-graduation professional C++ software development experience.
 * Experience building low-latency market data ingestion, order execution, and algorithmic trading systems (proprietary trading industry preferred).
 * Strong knowledge of algorithms and data structures.
 * Experience in parallel, asynchronous, and multithreaded programming.
 * Demonstrated ability to write clean, reliable, and highly scalable C++ code.
 * Interest in extracting maximum performance from available hardware and software (CPU caches, memory layout, networking, etc.).
 * Ability to communicate effectively with both technical and non-technical colleagues.

## Description

Flow Traders is looking for a Senior C++ Software Engineer to lead the next-generation architecture of the market data and execution platforms that power our fully systematic trading. We don't treat market data as plumbing - for us it's a source of alpha, where feed handling, order book construction, and a deep understanding of exchange microstructure are themselves a competitive edge. We're looking for a senior individual contributor who has lived this philosophy in a proprietary or systematic trading environment and can squeeze every nanosecond out of the path from wire to strategy.

As a senior individual contributor, you'll help set the technical direction for the Core Platform that underpins quantitative research, pricing, strategy development, and execution across hundreds of venues - and drive its global rollout across our Market Data, Quant Research, Pricing, and Strategies groups. You'll work in a tight, iterative loop with quants and technical traders, applying deep expertise in modern C++, OS internals, CPU and memory architecture, lock-free concurrency, and low-latency networking to push our systems toward state-of-the-art performance, robustness, and observability.

What you will do:

 * Lead the development and global rollout of our Core market data platform used across multiple focus areas (Market data, Research engineering, Pricing, Strategies).
 * Design and implement high-performance components for market data ingestion, normalization, and distribution, as well as its usage for order execution and strategy infrastructure.
 * Develop tools and frameworks that enable quants and technical traders to build, tune, and deploy data-driven systematic pricing and trading strategies.
 * Own the full lifecycle of your components in a fast-paced, iterative environment: deploy, monitor, profile, and optimize your code in production.
 * Work closely with focus group engineers, quants, and technical traders to refine requirements, collect feedback, and iterate on the platform's design and implementation.