{"id":1019914,"url":"https://alion.io/job/flow-traders-senior-software-engineer-c-market-data-3","title":"Senior Software Engineer, C++ (Market Data)","company":{"id":54503,"name":"Flow Traders","domain":"flowtraders.com","url":"https://alion.io/company/flow-traders","size_band":"201-500","is_staffing_agency":false,"employer_type":"direct","is_intermediary":false,"listed_via":null,"ats_vendor":"Greenhouse","truth_index":{"grade":"A","score":91,"open_postings":33,"ghost_share":0,"stale_share":0.273,"repost_share":0.121,"time_to_fill_p50_days":57,"computed_at":"2026-11-12T10:38:37Z"}},"role":"Backend","role_family":"Backend","seniority":"senior","employment_type":null,"work_mode":"on_site","remote_scope":null,"remote_scope_basis":null,"remote_working_hours":null,"hiring_geo_confidence":"structured","locations":["Hong Kong"],"countries":["HK"],"hiring_countries":[],"hiring_countries_total":0,"salary":null,"salary_estimate":null,"experience_years_min":5,"visa_sponsorship":false,"relocation_package":false,"has_equity":false,"technologies":[{"name":"C++","optional":false}],"status":"live","first_seen_at":"2026-09-18T02:57:48Z","employer_posted_date":"2026-09-21","last_verified_at":"2026-11-12T20:08:11Z","board_verified":true,"closed_at":null,"days_open":55,"trust":{"level":"ok","repost_count":0,"flags":[],"days_open":55},"description":"Flow Traders Hong Kong 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.\nAs a senior individual contributor, you'll be working on the Core Platform that underpins quantitative research, pricing, strategy development, and execution across hundreds of venues. 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.\nWhat you will do:\nDesign and implement high-performance components for market data ingestion, normalization, and distribution, as well as its usage for order execution and strategy infrastructure.\nDevelop tools and frameworks that enable quants and technical traders to build, tune, and deploy data-driven systematic pricing and trading strategies.\nOwn the full lifecycle of your components in a fast-paced, iterative environment: deploy, monitor, profile, and optimize your code in production.\nWork closely with focus group engineers, quants, and technical traders to refine requirements, collect feedback, and iterate on the platform's design and implementation.\nWhat you need to succeed:\nBSc, MSc, or PhD in Computer Science, Mathematics, or a related field.\n5+ years of post-graduation professional C++ software development experience.\nExperience building low-latency market data ingestion, order execution, and algorithmic trading systems (proprietary trading industry preferred).\nStrong knowledge in one or more APAC markets. \nStrong knowledge of algorithms and data structures.\nExperience in parallel, asynchronous, and multithreaded programming.\nDemonstrated ability to write clean, reliable, and highly scalable C++ code.\nInterest in extracting maximum performance from available hardware and software (CPU caches, memory layout, networking, etc.).\nAbility to communicate effectively with both technical and non-technical colleagues.\nFlow Traders does not accept unsolicited resumes from any professional staffing or search firms. 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