The Latency Critical Trading team is responsible for a system that is robust, resilient, accurate, and blindingly fast. We seek a C++ software engineer who is excited to participate in the design and implemention of this cutting edge system. You will work alongside other exceptional programmers and strategists to solve some of the most significant engineering problems in the world.

Responsibilities

• Develop tick by tick backtesting research platform and exchange simulation
• Collaborate with hardware and software developers to build ultra-low latency platform
• Drive new initiatives
• Develop/optimize large-scale parallel computation that require large quantities of data shared across resources
• Develop systems and tools to increase research productivity
• Network and systems programming, as well as other advanced techniques to minimize latency

Qualifications

• Degree in computer science or a related field
• Strong background in object-oriented programming in C++
• Template, meta programming, and generic programming knowledge a plus
• Strong understanding of low-latency and real-time system design and implementation
• Linux system internals and networking
• Understanding of CPU architecture and the ability to leverage CPU capabilities
• Financial experience across multiple asset classes, particularly Options knowledge a plus
• Understanding of trading venue protocols a plus