High Performance Quant Developer

As a member of a front office sitting, collaborative team you will develop and maintain critical high performance trading engines and supporting infrastructure. Work side-by-side with quant researchers and traders, assisting in implementation of trading strategies and research projects.

Responsibilities:

• Assist quantitative researchers with technical aspects of trading strategies and signals, as well as other R&D work
• Contribute to strategic design and roadmap for high performance trading infrastructure
• Drive cross-team initiatives, including comprehensive latency monitoring, new markets and products rollouts, and others

Ideal Candidate:

• 2+ years strong programming experience under Linux, in C++
• 2+ years' experience working on high performance mission critical systems
• Degree in Engineering, Computer Science or related subject; Masters or higher a plus
• Ability to debug complex issues under Linux (memory corruption & leaks, buffer overflows, etc)
• Basic statistics; advanced quantitative skills a plus, but not required
• Familiarity with basics of listed capital markets and market microstructure (esp. equities and futures); advanced understanding a strong plus
• Modern OO design and software engineering paradigms, especially rapid prototyping and fast iterative release cycle (RAD)
• Experience working in trading floor environment, implementing fully automated trading strategies
• A team player with good communication skills and a preference for compromise