C++ High Frequency trading Strategy implementations. Stott and May -
London
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C++ Quantitative Developer - High Frequency Strategies.
UK Based Proprietary high freq trading firm seeks an exceptional,
experienced Quantitative Developer who is excited to design
in-house trading systems.
The firm engages in proprietary trading over exchanges, MTFs, and
other markets in Europe.
Responsibilities
As a Quantitative Developer, you will join the in-house trading
team and will fully manage and execute the process of implementing
the team's high-frequency trading strategies. Your responsibilities
will include:
Helping to develop trading strategies and working with traders to
implement these strategies via ultra-low-latency production
code
Supporting and maintaining the code according to the team's needs
and in response to changing industry circumstances
Working to improve the team's research and trading infrastructure,
such as latencies on various exchanges, connectivity, and
production code optimisation, through cooperation with the
Infrastructure group and the team's proprietary solutions
Collaborating with the team's quantitative researchers to conduct
research, to back-test strategies, and to build tools for
post-trade analytics
Qualifications
The ideal candidate will have a proven track record (at least two
years) of developing, maintaining, and supporting ultra-low-latency
production code for various exchanges for a reputable industry
firm. Demonstrated experience in developing Real Time, low-latency
trading code from a research strategy is a must, as are the
following qualifications:
Strong working knowledge of and experience with C++ programming
(knowledge of Java is a plus)
Strong working knowledge of and experience with latency-minimising
techniques
Experience managing computationally intensive tasks in Real Time,
including handling large datasets of orders and trades and
processing market data
Experience working with FX, futures, and equities on various
exchanges, including solid working knowledge of environments and
interfaces and experience adapting to their changes
Knowledge of MATLAB and R
A high level of fault tolerance and a demonstrated ability to fix
adverse software behaviour under pressure
Additionally, the ideal candidate will most likely have:
Bachelor's (or higher) degree in computer science, mathematics,
physics, or equivalent from a leading university
Knowledge of mathematics and statistics and brilliant
problem-solving abilities
Working knowledge of Windows and Linux
Knowledge of a Scripting language, such as Python, Perl, or
Ruby
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