C++ / FPGA Developer

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 resume@hulltactical.com. In your message, indicate why you believe you’d be a strong fit for this role and for Hull Tactical’s mission.