Core Engineer (C++)

Location: Gurugram
Experience: 1+ Years

Role Overview:

We are looking for a highly motivated Core Engineer (C++) to join our Core Engineering – Infrastructure team. This role sits within our trading teams and works closely with Portfolio Managers, Senior Quantitative Traders, and Quantitative Researchers to build the core software components that power research, strategy development, and live trading.

Unlike the Low-Latency Software Developer role, which focuses on the firm’s shared trading infrastructure, this position is embedded within a trading team. You will develop strategy-specific tools, execution components, research infrastructure, and performance-critical software while collaborating closely with the Core Infrastructure and Low-Latency Engineering teams to deliver highly efficient trading solutions.

The ideal candidate is passionate about software engineering, has exceptional C++ programming skills, and enjoys solving challenging problems at the intersection of technology and quantitative finance.

Key Responsibilities:

Design, develop, and maintain high-performance software components in C++ and Python for systematic trading teams.
Work directly with Portfolio Managers, Senior Quantitative Traders, and Researchers to implement research ideas and trading models.
Develop strategy-specific execution tools, research libraries, and internal trading utilities.
Build scalable software that supports quantitative research, backtesting, simulation, and production trading.
Optimize existing applications for performance, scalability, and maintainability.
Collaborate with the Low-Latency Software Development team to integrate strategy-specific components into the firm’s core trading infrastructure.
Develop reusable libraries and frameworks to improve research and engineering productivity.
Debug, profile, and optimize applications to improve execution efficiency and system performance.
Participate in architecture discussions, code reviews, and engineering best practices.
Continuously improve software quality through testing, documentation, and automation.

Required Qualifications:

Bachelor’s, Integrated Bachelor’s-Master’s, Master’s, or Dual Degree in ComputerScience & Engineering (CSE), Electrical & Electronics Engineering (EEE), or Mathematics & Computing (M&C).
Candidates must be graduates from IITs only.
1+ years of professional experience in software development using C++.
Exceptional understanding of Object-Oriented Programming (OOP), Data Structures,Algorithms, and software engineering fundamentals.
Strong programming skills in Modern C++ (C++17/20) with a solid understanding of STL.
Good programming skills in Python for scripting, tooling, or research support.
Strong understanding of operating systems, memory management, multithreading, and concurrency fundamentals.
Excellent analytical, mathematical, and problem-solving abilities.
Strong communication skills and the ability to work closely with cross-functional trading and engineering teams.

Preferred Experience:

Candidates should have exposure to one or more of the following:

Performance optimization and high-performance computing.
Linux development environment and shell scripting.
Multithreaded programming and concurrent systems.
Networking fundamentals, sockets, or distributed systems.
Backtesting frameworks or research platforms.
Version control systems such as Git and modern software development workflows.
SQL, data processing frameworks, or scientific computing libraries.

What We’re Looking For:

We’re looking for engineers who:

Have exceptional C++ programming and software engineering skills.
Possess strong computer science fundamentals with excellent problem-solving ability.
Enjoy working closely with Traders and Researchers to solve real-world quantitative challenges.
Take ownership of engineering problems and deliver high-quality software.
Thrive in collaborative, fast-paced, and intellectually demanding environments.
Are eager to continuously learn, innovate, and contribute to high-performance trading systems.

Why Join Open Futures?

Work directly with Portfolio Managers, Senior Traders, and Quantitative Researchers on cutting-edge trading strategies.
Build software that directly impacts research productivity and trading performance.
Collaborate with one of India’s leading High Frequency Trading engineering teams.
Access modern technology, advanced development tools, and institutional-grade trading infrastructure.
Competitive compensation with attractive performance-linked incentives.
Continuous learning opportunities alongside exceptional engineers and quantitative professionals.
Clear career progression into Low-Latency Engineering, Quantitative Engineering, or Technical Leadership roles.

If you’re passionate about C++, computer science, and building high-performance software for systematic trading, we’d love to hear from you.