We are currently searching for exceptional talent within the Quantitative Development and Strategy space with modern C++ (C++11 / C++14 / C++17 / C++20) coding ability to join an expanding Systematic Trading firm with global offices including New York, Singapore and London. You will be working alongside traders and quants, covering HFT and MFT in multiple asset classes.
Our client launched over a decade ago and have always been at the forefront of building cutting-edge systems from low latency trading platforms to large scale data systems and analysis.
You will develop algorithmic trading strategies and advise the technology builds, work side by side with traders and data teams to design and develop truly ‘best in class’ systems.
Extensive experience in real time connectivity, trade desk support, on-desk solutions and high quality & stable code generation, are essential. Distributed systems experience is greatly valued.
You will be at the epicentre a highly successful systematic trading team - the keystone between the Trading and core support teams.
This is a ‘hacker-type environment’ despite being located at the heart of the CBD in all cities; they are looking for out-of-the-box thinkers and radical approaches to this evermore competitive market.
- Design, develop and test real-time software for high performance programming solutions across the algorithmic trading platform
- Work closely with quant traders and researchers to ensure consistency and maximize efficiencies for teams
- Operate in a rapidly changing, sometimes high-pressure but rewarding environment
Core Skills and Education:
- Masters-level Degree in Engineering, Computer Science or Mathematics
- 5+ years C/C++ development experience on Unix
- Extensive experience in exchange connectivity or market data handling for Equities or FICC
- Minimum 2 years low-latency code design and high-performance programming
- Any knowledge of distributed systems, automated trading, electronic trading or broker side interfaces is also of interest