Overview In this role you will design and implement a high-performance, low-latency C++ framework for algorithmic trading. You will work closely with quantitative research to optimize execution and build supporting tools for data, testing, and simulations. You'll contribute to a central trading team focused on maximizing technical and economic performance in a fast-paced environment. This position offers impact across the platform, from order management to market data handling, within a mission-driven trading firm.
Compensation / Benefits- base salary
- discretionary performance bonus
- comprehensive benefits package
Responsibilities- Build and enhance the low-latency C++ framework for algo trading
- Collaborate with quantitative research to optimize execution performance
- Develop execution algorithms, OMS, strategy containers, market data handlers, and trading interfaces
- Improve efficiency via network/system programming to reduce latency
- Create systems/tools for historical data and trading simulations
- Assist in building automated tests and a performance benchmark framework
- Collaborate with trading teams to gather requirements in a fast-paced setting
Key requirements- 5+ years in a front-office, financial services environment as a senior contributor
- 10+ years cumulative professional experience
- Degree in computer science or related field
- Proficiency with modern C++ (C+/20/23)
- Multithreading and asynchronous environments
- Low-latency and real-time system design and implementation
- Linux system internals and networking
- Financial experience across equities and futures, real-time low-latency trading
- Familiarity with Python for quantitative research and data processing
- Familiarity with execution algorithm performance analysis
- collaboration with cross-functional teams
- adaptability in a fast-paced environment
- communication of complex concepts clearly
- C+/20/23
- multithreading
- asynchronous programming
