Blockhouse is building an integrated systematic investment platform that designs, deploys, and operates fully automated trading strategies across liquid global markets. They are actively building the core infrastructure for HFT-style strategies, including low-latency execution services, real-time market data pipelines, simulation and backtesting engines, and operational systems to run strategies at scale.
Requirements
- Strong proficiency in modern C++ (C++17 or newer) — required
- Solid experience working in UNIX/Linux environments
- Hands-on experience with GDB for debugging complex systems
- Familiarity with message buses / messaging systems (e.g., Kafka, ZeroMQ, custom pub/sub)
- Strong systems fundamentals: memory management, concurrency, performance tradeoffs
- Ability to write clean, modular, and well-tested code
- Exposure to trading systems, market data, or execution infrastructure
Responsibilities
- Build and optimize performance-critical components in modern C++ (C++17+)
- Develop and maintain event-driven execution systems and real-time services
- Work with message buses to handle market data and order flow
- Debug and profile low-latency systems using GDB and standard UNIX tooling
- Implement and test trading simulations and backtesting components
- Collaborate with quant researchers to translate strategy logic into production-ready systems
- Improve system reliability, observability, and fault tolerance
Other
- Remote (US time zones preferred; NYC in person if possible)
- Internship (Start ASAP, through end of May. Return offers granted to high performers)
- Direct mentorship from senior quant developers and ex-HFT engineers
- High ownership and technical responsibility
- Clear path to a return offer for strong performers
