Software Engineer, C++ at Aquatic Capital Management (Chicago, IL / New York, NY / London, United Kingdom)Software Engineer, C++

Aquatic was founded with a shared passion for tackling some of the most complex challenges in one of the world’s most competitive arenas—global financial markets. From the very beginning, we have been driven by a deep commitment to applying cutting-edge scientific research and technological innovation to deliver unparalleled performance. Our journey is one of continuous growth and exploration, marked by a spirit of curiosity and relentless drive for excellence.

Aquatic Capital Management is seeking a C++ Software Engineer to join our Market Data team.  In this role, you’ll build and maintain real-time market data infrastructure that delivers clean, reliable, and low-latency data to research and trading systems. You'll work closely with researchers and technologists across the firm to ensure optimal system performance and data quality.

Role Details:

• Design and develop performant C++ applications to process real-time market data from global exchanges
• Build tools that enable seamless, automated, and reproducible deployment of models into live trading environments.
• Enhance the performance, reliability, scalability, and throughput of real-time trading systems.
• Collaborate closely with quantitative researchers to improve the profitability and effectiveness of trading strategies.
• Work closely with strategy and trading desks to ensure alignment of data delivery with trading objectives

Technical Experience:

• 4+ years of professional experience writing high-performance C++ (C++14/17/20)
• Deep understanding of market data, order books, and exchange microstructure
• Strong familiarity with Linux systems programming, networking, and multithreading
• Passion for clean, well-architected code and systems design
• Bachelor's degree in Computer Science, Engineering, or a related field; advanced degree a plus
• Background in quantitative or systematic trading environments preferred
• Involvement with systems tied to strategy performance or PnL outcomes would be nice to have

Candidate Qualities:

• Strong bias for action
• Driven by accountability and internal urgency
• Desire to independently seek best solutions
• Preference for working in a team that focuses on delivering results aligned with Research goals
• Comfortable providing and receiving actionable feedback in a collaborative team setting
• Motivated by an ambitious environment and driven colleagues

The base salary for this role is anticipated to be between $150,000 and $300,000, which is based on information at the time of posting. This position may also be eligible for additional forms of compensation, such as a discretionary bonus, and benefits. Discretionary bonus can be a significant portion of total compensation. Actual compensation for successful candidates will be carefully determined based on a number of factors, including their unique skills, qualifications and relevant experience. Benefits:

• Benefits: For full-time employees, fully paid medical, dental, and vision for employees and dependents, competitive 401k plan, employer-paid life & disability insurance
• Perks: Wellness programs, casual dress, snacks, lunch, game room, team and company events
• Development: Open environment to maximize learning and knowledge sharing
• Time: Generous PTO, paid holidays, competitive paid caregiver leaves

Aquatic Capital

This role represents a unique opportunity to join a quantitative investment manager in its early stage of growth. The firm’s culture will be shaped by collaboration, meritocracy, ambition, and calm determination.

Aquatic is a proud equal opportunity workplace. We do not discriminate based upon race, religion, color, national origin, sex, sexual orientation, gender identity/expression, age, status as a protected veteran, status as an individual with a disability, or any other applicable legally protected characteristics.