Job Description

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.

At Aquatic, we believe in pushing the boundaries of possibility. Our vision is to create the world’s leading quantitative trading firm, built on a foundation of applied science and a culture of relentless innovation. By harnessing the power of data, we aim to unlock insights and transform them into strategies that succeed in even the most competitive global markets.

Our goal is simple: to build the world’s best prediction machine. To achieve this, we are constantly exploring new opportunities and expanding our reach across global markets. We are committed to attracting and nurturing top-tier talent—researchers and engineers who share our curiosity and drive. Together, we aim to foster a culture of lifelong learning and collaboration, where every challenge is seen as an opportunity for growth and innovation.

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: 

• 5+ 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: 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

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.

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