Website:
consultixs.com
Job details:
Quantitative Developer
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.
Our Mission
To combine advanced research, automation, and disciplined risk management to create scalable, repeatable, high-conviction quantitative strategies across global markets.
Role Overview
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.
Key Responsibilities
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
Required Skills & Experience
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
Preferred (Nice to Have)
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
Candidate Profile
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
Why Join PHNX Securities
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
Click on Apply to know more.
