Aquatic Capital Management is seeking to build and maintain real-time market data infrastructure that delivers clean, reliable, and low-latency data to research and trading systems.
Requirements
- 5+ 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
- Background in quantitative or systematic trading environments preferred
- Involvement with systems tied to strategy performance or PnL outcomes would be nice to have
Responsibilities
- 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
Other
- 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
- Bachelor's degree in Computer Science, Engineering, or a related field; advanced degree a plus
