Job Description
Location: Hybrid In-person, Chicago, IL (141 W Jackson Blvd, Suite 1650)
Position Summary
We are seeking a skilled C++ / FPGA Developer to join our engineering team in Chicago. The ideal candidate will bring strong programming skills, a passion for low-level system design, and interest or experience in working with field-programmable gate arrays (FPGAs). This individual will collaborate closely with our quant researchers and trading engineers, helping to design, build, and maintain high-performance, low-latency systems that support our quantitative strategies.
Key Responsibilities
Develop and maintain high-performance C++ software modules that integrate with our trading and data-analysis infrastructure.
Design, code, and test FPGA-based components or accelerators to support latency-sensitive tasks (e.g., data ingestion, market data processing, option/futures pricing, risk analytics).
Work closely with quantitative researchers and financial engineers to translate mathematical models and trading logic into robust, efficient implementation.
Participate in system architecture design, performance tuning, debugging, and optimization for both CPU and FPGA-based solutions.
Ensure code quality, maintainability, and documentation; collaborate with peers on code reviews, testing, and deployment.
Help maintain and improve overall system reliability, latency, throughput, and scalability.
Required Qualifications
Strong proficiency in C++ (modern C++ standards, multithreading, memory management, performance tuning).
Practical experience or strong interest in hardware design / FPGA development (HDL, synthesis tools, FPGA toolchains, debugging).
Solid understanding of low-latency programming, concurrency, and real-time system constraints.
Comfort working in a fast-paced, quantitatively-driven environment.
Excellent problem-solving skills and ability to work cross-functionally with quantitative researchers, financial engineers, and operations.
Ability — and willingness — to work onsite in Chicago, IL.
Preferred (but not strictly required)
Previous experience building trading, risk, or financial analytics systems (especially involving exchange-traded derivatives / futures / options).
Familiarity with market data protocols (e.g., for futures/options), order entry APIs, and/or exchange connectivity (e.g., for futures/options).
Background or interest in quantitative finance, derivatives pricing, or financial markets (e.g., familiarity with futures/options, volatility, hedging, etc.).
Experience with performance profiling tools, network I/O, real-time data processing, and system reliability engineering.
Knowledge or exposure to CME Group or other major derivatives exchanges, and an understanding of the latency and regulatory requirements typical in electronic trading / quant finance.
What We Offer
A unique opportunity to apply hardware-level and low-level software engineering in the heart of quantitative finance — bridging cutting-edge finance and high-performance computing.
Direct collaboration with researchers, quantitative engineers, and trading professionals.
A small, focused, high-expertise environment where your contributions are visible and impactful.
Competitive compensation, commensurate with experience; potential for growth and expanded responsibilities as the firm evolves.
How to Apply
Please send a resume (PDF) and a brief cover letter / note describing your relevant experience and interest in FPGA and quant trading systems to [email protected]. In your message, indicate why you believe you’d be a strong fit for this role and for Hull Tactical’s mission.
Position Summary
We are seeking a skilled C++ / FPGA Developer to join our engineering team in Chicago. The ideal candidate will bring strong programming skills, a passion for low-level system design, and interest or experience in working with field-programmable gate arrays (FPGAs). This individual will collaborate closely with our quant researchers and trading engineers, helping to design, build, and maintain high-performance, low-latency systems that support our quantitative strategies.
Key Responsibilities
Develop and maintain high-performance C++ software modules that integrate with our trading and data-analysis infrastructure.
Design, code, and test FPGA-based components or accelerators to support latency-sensitive tasks (e.g., data ingestion, market data processing, option/futures pricing, risk analytics).
Work closely with quantitative researchers and financial engineers to translate mathematical models and trading logic into robust, efficient implementation.
Participate in system architecture design, performance tuning, debugging, and optimization for both CPU and FPGA-based solutions.
Ensure code quality, maintainability, and documentation; collaborate with peers on code reviews, testing, and deployment.
Help maintain and improve overall system reliability, latency, throughput, and scalability.
Required Qualifications
Strong proficiency in C++ (modern C++ standards, multithreading, memory management, performance tuning).
Practical experience or strong interest in hardware design / FPGA development (HDL, synthesis tools, FPGA toolchains, debugging).
Solid understanding of low-latency programming, concurrency, and real-time system constraints.
Comfort working in a fast-paced, quantitatively-driven environment.
Excellent problem-solving skills and ability to work cross-functionally with quantitative researchers, financial engineers, and operations.
Ability — and willingness — to work onsite in Chicago, IL.
Preferred (but not strictly required)
Previous experience building trading, risk, or financial analytics systems (especially involving exchange-traded derivatives / futures / options).
Familiarity with market data protocols (e.g., for futures/options), order entry APIs, and/or exchange connectivity (e.g., for futures/options).
Background or interest in quantitative finance, derivatives pricing, or financial markets (e.g., familiarity with futures/options, volatility, hedging, etc.).
Experience with performance profiling tools, network I/O, real-time data processing, and system reliability engineering.
Knowledge or exposure to CME Group or other major derivatives exchanges, and an understanding of the latency and regulatory requirements typical in electronic trading / quant finance.
What We Offer
A unique opportunity to apply hardware-level and low-level software engineering in the heart of quantitative finance — bridging cutting-edge finance and high-performance computing.
Direct collaboration with researchers, quantitative engineers, and trading professionals.
A small, focused, high-expertise environment where your contributions are visible and impactful.
Competitive compensation, commensurate with experience; potential for growth and expanded responsibilities as the firm evolves.
How to Apply
Please send a resume (PDF) and a brief cover letter / note describing your relevant experience and interest in FPGA and quant trading systems to [email protected]. In your message, indicate why you believe you’d be a strong fit for this role and for Hull Tactical’s mission.
💡 Quick Summary
Seeking a career-building opportunity? The C++ / FPGA Developer- post position is now open for candidates interested in the IT Engineer & Developer Jobs sector. This role in Chicago offers a professional environment and growth potential.
Requirement Snapshot: Candidates should possess basic communication skills, a proactive attitude, and the ability to work in a team. Experience in IT Engineer & Developer Jobs is a plus.
