Quant C++ eng (HFT/OMS )

Consultixs
Hyderabad, Telangana, India

Location: On-site (Hyderabad) Type: Full-Time Reports To: Founder

About PHNX Securities

https://www.phnxsecurities.com/

PHNX Securities is a next-generation quantitative trading firm, focused on systematic, research-driven strategies. Our approach combines deep market understanding with robust engineering - emphasizing clean execution infrastructure, rigorous backtesting, strict risk controls, and full regulatory readiness.

Our Mission: To combine advanced research, automation, and disciplined risk management to create scalable, repeatable, high-conviction quantitative strategies across global markets.

Role Overview: We are looking for a strong C++ engineer with a passion for performance and low-latency systems to build and optimize the core trading infrastructure at PHNX Securities.This is a deeply technical engineering role — the primary focus is writing high-performance, production-grade C++ for systems where microseconds matter. You will work on order management, execution, and market data infrastructure that runs live in exchange-connected environments. A basic understanding of trading systems and market structure is expected, but elite C++ engineering is what this role demands first.

Key Responsibilities

  • Design and develop ultra-low-latency trading systems in modern C++ (C++17/20)
  • Build and optimize the Order Management System (OMS) — order routing, pre-trade risk checks, execution handling and fills
  • Profile, benchmark, and systematically reduce end-to-end latency across application, kernel, and network layers
  • Write cache-friendly, lock-free, and memory-efficient code — optimizing at the hardware level including CPU pinning, NUMA awareness, memory alignment, and cache utilization
  • Work on kernel bypass and NIC-level optimizations (DPDK, Solarflare)
  • Collaborate with quant researchers to productionize strategies and ensure system reliability, determinism, and correctness under real-time production conditions
  • Build and maintain market data infrastructure — feed parsing, normalization, and distribution to internal consumers
  • Own the full execution pipeline — from strategy signal through OMS to order on exchange

Required Skills & Experience

  • C++ EngineeringDeep expertise in C++ (C++17/20) — lock-free data structures, concurrent programming, templates, move semantics, and RAII
  • Memory management — custom allocators, memory pools, zero-copy techniques, and avoiding dynamic allocation on hot paths
  • Low-latency fundamentals — CPU cache hierarchy, cache-friendly code, false sharing avoidance, memory alignment, CPU affinity, and thread pinning
  • SIMD/vectorization (SSE/AVX) and shared memory IPC for zero-latency inter-process communication
  • Linux systems — kernel tuning for low latency (IRQ affinity, CPU isolation, huge pages), POSIX threading, real-time scheduling (SCHED_FIFO)
  • Profiling and benchmarking — perf, valgrind, flamegraphs, and the ability to systematically identify and eliminate bottlenecks

Trading & Domain Knowledge

  • Strong understanding of Order Management Systems (OMS), order lifecycle, and pre-trade risk checks
  • Experience with FIX protocol and/or exchange-native APIs
  • Ability to consume, parse, and process high-frequency tick data (market data handling)
  • Familiarity with NSE trading systems, exchange connectivity, and market microstructure

Preferred (Nice to Have)

Exposure to time synchronization (PTP/PPS) and hardware timestamping

  • Experience with tick-level simulation and backtesting infrastructure
  • Knowledge of multicast market data — PIM-SM, IGMP
  • Familiarity with FPGA-based acceleration for ultra-low latency execution or market data processing

Candidate Profile:

Obsessed with performance — measures everything, assumes nothing

  • Strong systems thinker who understands the full stack from hardware to application
  • Disciplined and precise — in HFT, bugs are expensive
  • Comfortable working in a small, high-ownership environment with direct impact on live trading
  • Passionate about low-latency engineering, not just trading

Why Join PHNX SecuritiesBuild performance-critical systems from the ground up

  • Work directly with the Founder and core trading infrastructure team
  • High ownership and real impact on live trading systems
  • Exposure to real exchange-connected environments and live trading
  • Opportunity to shape the firm's engineering foundation

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