Description

You will build and optimize a C++ low-latency framework for algorithmic trading.

Responsibilities

• Build out C++ low-latency frameworks for algorithmic trading, including execution algorithms, order management systems, and market data handlers.
• Optimize execution performance by applying network and systems programming techniques to reduce latency.
• Develop interfaces and tools for historical market data and trading simulations to improve research productivity.
• Maintain automated tests, performance benchmark frameworks, and trading interfaces.
• Collaborate with quantitative research and trading teams to translate requirements into technical solutions.

Required Skills

• 10+ years of cumulative professional experience, with 5+ years as a senior contributor in a front-office financial services environment.
• Strong proficiency in C++ with experience using C++17, C++20, or C++23 features.
• Deep knowledge of data structures, algorithms, and object-oriented programming.
• Expertise in multithreading and asynchronous environments.
• Strong understanding of low-latency and real-time system design and implementation.
• Deep understanding of Linux system internals and networking.
• Experience with real-time low-latency trading systems for equities and futures.
• Familiarity with Python for quantitative research and data-oriented processing.
• Experience analyzing execution algorithm performance.

Preferred Skills

• Degree in Computer Science or a related field.

Key Skills

Education

Any Gradute