Quantitative Developer (C++) - Central Liquidity Strategies

Quantitative Developer (C++) - Central Liquidity Strategies, 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 is one the firm's central trading teams, with focus on creating a low-latency framework for algorithmic trading. By constructing and maintaining this high-performance framework, this developer will be directly involved in a critical path for high volume trading with a core focus on the best possible technical and economic performance., * Build out the C++ low-latency framework for algorithmic trading.

• Work directly with quantitative research to optimize the firm's overall execution performance.
• Development of execution algorithms, order management systems, strategy containers, market data handlers, and trading interfaces.
• 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

Do you have experience in System design?, * 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++17/C++20/C++23
• 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