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
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