Design, build, and optimize nanosecond-level trading systems in C++; co-design the hot path with FPGA engineers; integrate machine learning signals into production trading; own architecture through live production while keeping code simple, clear, and maintainable; collaborate closely with researchers and hardware teams.

Build and optimize nanosecond-level trading systems in C++, co-design FPGA/software boundaries, and integrate machine learning signals into production trading pipelines while maintaining clean, high-performance code.

Open call for experienced candidates (typically 2+ years) across trading, technology, and operations at a proprietary options market maker. Submit resume and note where you fit. Teams include traders, quantitative researchers, data scientists, engineers, and operations (finance, HR, risk, compliance). The firm values ownership, depth, collaboration, and performance-tied compensation; Chicago-based with remote flexibility.