Quant C++ eng (HFT/OMS )

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

Work arrangement
No