Quantitative Developer (E04)
- Building high-performance/low-latency trading components for both live trading and simulation
- Responsible for technology infrastructure systems development, which includes connectivity, maintenance, and internal automation processes
- Troubleshoot and resolve any systems related issues and handle the release of code fixes and enhancements
- Maintaining the production and research systems and software setup, ensuring its stability, robustness and security
- Achieving trading system robustness through automated reconciliation and system-wide alerts and fuses
- Strong C++ skills, with an emphasis on fast, memory-efficient algorithms
- Familiarity with high-performance storage systems (for tick data)
- Familiarity with multi-threaded/multi-processing architectures (on large high CPU / high-mem servers)
- Familiarity with equity market data, including order books and market data formats.
- Familiarity with sending orders, receiving messages, etc., and keeping track of a portfolio, including interacting with an OMS
- Familiarity with network protocols and computer architecture.
- Ability to deploy to a production environment.
- Ability to scope and plan projects carefully and stick to a schedule.
- Strong attention to detail.
- Undergraduate (higher degrees preferred ) in Computer Science or a similar discipline