Quantitative Developer

Key skills

What you’ll do

• Design and develop ultra-low-latency trading infrastructure and Order Management Systems using modern C++. Collaborate with researchers to productionize strategies and optimize system performance across application and network layers.

What they’re looking for

• Requires strong expertise in C++17/20, concurrency, and low-level optimization for latency-critical systems. Candidates should have a deep understanding of market microstructure, FIX protocol, and experience with Linux kernel tuning.

Job description

Location: On-site (Hyderabad) Type: Full-Time Reports To: Founder About PHNX Securities 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. At our core, we THINK, STRATEGIZE, BUILD, and TRADE—with discipline, precision, and long-term scalability in mind. 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 seeking a highly skilled Quantitative Developer to design and build ultra-low-latency trading infrastructure that powers research, execution, and live trading. This role operates at the intersection of quantitative research, market microstructure, and high-performance systems engineering, with a strong emphasis on production-grade C++ and latency-critical execution systems. You will play a key role in building high-performance systems that directly impact trading outcomes in equities, futures, and options markets. Key Responsibilities Design and develop ultra-low-latency trading systems using modern C++ (C++17/20) Architect and enhance Order Management Systems (OMS), including: Order routing Pre-trade risk checks Execution handling and fills Collaborate closely with quantitative researchers to productionize strategies Optimize system performance across application, kernel, and network layers Profile, benchmark, and reduce end-to-end latency Contribute to backtesting, simulation, and live deployment infrastructure Ensure system reliability, determinism, and scalability under real-time conditions Required Skills & Experience Strong expertise in C++ (C++17/20), including: Concurrency and multi-threading Memory management and low-level optimization Performance tuning for latency-critical systems Deep understanding of Order Management Systems (OMS) and order lifecycle Experience with FIX protocol and/or exchange-native APIs Strong knowledge of market microstructure Proven experience in low-latency trading systems or market data infrastructure Familiarity with Linux systems, including kernel tuning and networking Experience with NSE trading system Preferred (Nice to Have) Experience with tick-level simulation and backtesting systems Exposure to time synchronization (PTP) and clock precision systems Knowledge of NIC offloading, kernel bypass (DPDK/Solarflare, etc.) Experience working in exchange-connected production environments Understanding of strategy deployment frameworks and execution pipelines Candidate Profile Strong systems thinker with deep attention to performance and detail Passionate about low-latency engineering and trading systems Ability to work independently in high-impact, high-responsibility environments Comfortable working closely with researchers and leadership Focused, disciplined, and execution-driven mindset Why Join PHNX Securities Build from the ground up at a high-performance trading firm Work directly with the Founder on core trading infrastructure Exposure to cutting-edge trading systems High ownership and real impact on live trading systems Opportunity to shape the firm’s technical foundation

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