Quantitative Developer (E04)

Job description

  • 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

Requirements

  • 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