Description
We are seeking a Quantitative Developer to join our team who will design, architect, and implement low-latency C++ systems that are robust, resilient, and accurate. Our team is part of the firm's central trading teams, focusing on creating a low-latency framework for algorithmic trading.
The successful candidate will be directly involved in a critical path for high-volume trading with a core focus on technical and economic performance. They will work closely with quantitative research to optimize the firm's overall execution performance.
Key responsibilities include:
- Building out the C++ low-latency framework for algorithmic trading
- Developing execution algorithms, order management systems, strategy containers, market data handlers, and trading interfaces
- Enhancing the platform's efficiency using network and systems programming
- Creating systems, interfaces, and tools for historical market data and trading simulations
- Assisting in building and maintaining automated tests, performance benchmark framework, and other tools
The ideal candidate will have 5+ years of professional experience in a front-office, financial services environment as a senior contributor, with a strong background in data structures, algorithms, and object-oriented programming in C++. They should be proficient with new features of C++17/C++20/C++23, multithreading, and asynchronous environments. A degree in computer science or a related field is required.
The estimated base salary range for this position is $160,000 to $250,000, which is specific to New York and may change in the future.
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