Quantitative Developer - Equities Technology

Quantitative Developer - Equities Technology

We are in search of a Quantitative Developer to join our team who is passionate about designing, architecting, and implementing low latency C++ systems that are not only robust, resilient, and accurate, but also exceptionally fast. Our team works directly with the firm's central trading teams. By constructing and maintaining this high-performance infrastructure used by these teams, this developer will enable new trading opportunities across businesses and regions, allowing the best possible execution performance.

Job Duties

• Development of execution algorithms, order management systems, strategy containers, connectivity, and messaging systems.
• Work directly with central trading teams to optimize the firm's overall execution performance.
• Enhance the platform's efficiency by utilizing network and systems programming, along with other advanced techniques to reduce latency.
• Create systems, interfaces, and tools for historical market data and trading simulations to boost research productivity and system testability.
• Assist in building and maintaining our automated tests, performance benchmark framework, and other tools.
• Collaborate closely with trading teams to gather requirements and develop solutions in a fast-paced environment.

Qualifications

• 5+ years of professional experience in a front-office, financial services environment as a senior contributor.
• 10+ years cumulative, professional experience.
• A degree in computer science or a related field.
• Strong background in data structures, algorithms, and object-oriented programming in C++, including:
• Proficiency with new features of C+ and C+.
• Proficiency with multithreading and asynchronous environments.
• Strong understanding of low-latency and real-time system design and implementation.
• Strong understanding of Linux system internals and networking.
• Strong financial experience across multiple asset classes, with a focus on real-time low-latency trading systems for equities and futures.
• Familiarity with Python for quantitative research and data-oriented processing.
• Familiarity with analysis of execution algorithm performance.