Quantitative Developer

Job Title: Quantitative Developer (HFT / FPGA / OMS)
Location: Onsite
Type: Full-Time
Reports to: Founder
About PHNX Securities
PHNX Securities is building a next-generation quantitative trading firm. The firm operates with a disciplined, research-driven approach: robust backtesting, clean execution infrastructure, strict risk controls, and complete regulatory readiness.
Our philosophy is to develop a deep understanding of financial markets, translate that knowledge into robust models, and deploy systematic strategies across global markets with discipline and precision.
At our core, we THINK, STRATEGIZE, BUILD, and TRADE.
Our Mission
To combine research, automation, and disciplined risk management to create scalable, repeatable, high-conviction systematic strategies.
Role Overview
We are seeking an experienced HFT Quantitative Developer to design, build, and optimize ultra-low-latency trading infrastructure supporting research, deployment, and live operation of quantitative trading strategies.
The role sits at the intersection of quantitative research, market microstructure, and high-performance engineering, with a strong focus on production-grade C++ systems, FPGA-accelerated pipelines, and latency-sensitive execution across equities, futures and options markets.
Key Responsibilities
Design and develop ultra-low-latency trading systems in modern C++.
Build and optimize FPGA-based components for market data processing and order flow acceleration.
Integrate and enhance OMS and execution workflows, including order routing, risk checks, and fill handling.
Work closely with quantitative researchers to productionize strategies and improve throughput, stability, and determinism.
Profile, benchmark, and reduce system latency across network, kernel, and application layers.
Contribute to infrastructure for simulation, backtesting, and live strategy deployment.
Required Skills & Experience
Strong expertise in C++ (C++17/20), concurrency, memory management, and performance engineering.

Hands-on experience with FPGA development (Verilog, VHDL, HLS, or hardware-accelerated trading pipelines).
Solid understanding of OMS architecture, order life-cycle, FIX / native exchange protocols, and market microstructure.
Experience in low-latency trading, market data systems, or exchange-connected environments.
Familiarity with Linux networking, kernel tuning, and hardware-aware optimization.
Experience with futures and options trading systems.
Knowledge of tick-level simulation, backtesting infrastructure, or strategy deployment frameworks.
Exposure to time-synchronization, PTP, NIC offload, or kernel-bypass networking.
Screening Questions
Have you personally implemented or modified logic on an FPGA for market data or order-processing pipelines

Have you worked on an Order Management System where you handled order lifecycle events such as risk checks, routing, and fill handling

Have you developed or optimized latency-sensitive components in C++ for production trading systems
Have you worked directly with exchange-native or FIX protocols in a live trading environment