Quantitative Developer C++

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.

To combine advanced research, automation, and disciplined risk management to create scalable, repeatable, high-conviction quantitative strategies across global markets.

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 .

• 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

• 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

• 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

• 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

• 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