Jobs

THE ROLE

We are looking for a skilled C++ Algorithmic Developer to join our core engineering team. You will design, implement, and continuously improve the low-latency systems that execute Ingenuity’s trading strategies. This is a hands-on role focused on algo development—writing performance-critical code that operates in live markets—with direct collaboration alongside quantitative researchers and traders.

RESPONSIBILITIES

• Design and implement low-latency C++ trading algorithms and execution logic for live equity and multi-asset strategies
• Write performance-critical code with a focus on minimizing latency and maximizing determinism throughout the execution path
• Profile, benchmark, and systematically optimize hot-path code; reduce jitter and tail latency
• Collaborate with quants to translate strategy specifications into efficient, production-grade implementations
• Develop and maintain back-testing and simulation tooling to validate algo behavior before deployment
• Participate in code reviews, uphold engineering standards, and contribute to architectural decisions
• Support live trading operations; investigate and resolve production issues quickly

REQUIRED QUALIFICATIONS

• Bachelor’s degree or higher in Computer Science, Engineering, Mathematics, or a related quantitative field
• 2+ years of professional experience developing algorithmic trading systems in equities, futures, FX, or another asset class
• Strong, modern C++ proficiency (C++17/20/23); deep understanding of the language’s performance characteristics and pitfalls
• Demonstrated experience writing low-latency code in a live production trading environment
• Solid grasp of data structures, algorithms, and computational complexity
• Hands-on experience with Linux performance tuning: threading, CPU affinity, memory layout, cache optimization
• Ability to reason about and measure latency at the microsecond level

PREFERRED QUALIFICATIONS

• Experience with lock-free and wait-free programming patterns; familiarity with the C++ memory model
• Proficiency with profiling and benchmarking tools (perf, VTune, Google Benchmark, custom microbenchmarks)
• Understanding of market microstructure: order flow, execution quality, and venue behavior as they relate to algo design
• Experience with Python for backtesting, data analysis, or research workflows
• Familiarity with CMake, vcpkg, or other modern C++ build toolchains
• Prior experience at a proprietary trading firm, systematic hedge fund, or high-frequency trading operation
• Knowledge of equity market structure (Reg NMS, venue fragmentation, direct vs. SIP feeds) is a plus

WHAT WE OFFER

• Competitive base salary and performance-based compensation
• Equity participation in an early-stage firm with significant upside
• Direct impact on strategy and architecture from day one
• Close collaboration with experienced traders, quants, and engineers
• A lean, high-ownership culture with no bureaucracy