About this Software Engineer, C++ role at Aquatic Capital Management
Aquatic was founded with a shared passion for tackling some of the most complex challenges in one of the world’s most competitive arenas—global financial markets. From the very beginning, we have been driven by a deep commitment to applying cutting-edge scientific research and technological innovation to deliver unparalleled performance. Our journey is one of continuous growth and exploration, marked by a spirit of curiosity and relentless drive for excellence.
Aquatic Capital Management is seeking a C++ Software Engineer to join our Market Data team. In this role, you’ll build and maintain real-time market data infrastructure that delivers clean, reliable, and low-latency data to research and trading systems. You'll work closely with researchers and technologists across the firm to ensure optimal system performance and data quality.
Role Details:
- 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
Technical Experience:
- 4+ 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
- Bachelor's degree in Computer Science, Engineering, or a related field; advanced degree a plus
- Background in quantitative or systematic trading environments preferred
- Involvement with systems tied to strategy performance or PnL outcomes would be nice to have
Candidate Qualities:
- 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
The base salary for this role is anticipated to be between $150,000 and $300,000, which is based on information at the time of posting. This position may also be eligible for additional forms of compensation, such as a discretionary bonus, and benefits. Discretionary bonus can be a significant portion of total compensation. Actual compensation for successful candidates will be carefully determined based on a number of factors, including their unique skills, qualifications and relevant experience.
Benefits:
- Benefits: For full-time employees, fully paid medical, dental, and vision for employees and dependents, competitive 401k plan, employer-paid life & disability insurance
- Perks: Wellness programs, casual dress, snacks, lunch, game room, team and company events
- Development: Open environment to maximize learning and knowledge sharing
- Time: Generous PTO, paid holidays, competitive paid caregiver leaves
This role represents a unique opportunity to join a quantitative investment manager in its early stage of growth. The firm’s culture will be shaped by collaboration, meritocracy, ambition, and calm determination.
Aquatic is a proud equal opportunity workplace. We do not discriminate based upon race, religion, color, national origin, sex, sexual orientation, gender identity/expression, age, status as a protected veteran, status as an individual with a disability, or any other applicable legally protected characteristics.
