Algorithmic Trading C++ Developer

Confidential Company  •  New York, NY

8 - 10 years experience  •  Staffing & Recruiting

Salary depends on experience
Posted on 10/17/17 by Radhika Arora
Confidential Company
New York, NY
8 - 10 years experience
Staffing & Recruiting
Salary depends on experience
Posted on 10/17/17 Radhika Arora

A specialist role, to design and build out Systematic Market Making Infrastructure. This project involves rebuilding, re-engineering, and improving Legacy C++ code.

The ideal candidate would have 7+ years of experience working in a Unix-based C++ environment, developing low-latency trading, market-making and market data applications.

Specific Skillsets required:

  • Strong knowledge of Unix, Linux
  • Strong C++ Skills
  • Liquidity Transformation
  • Market Microstructure
  • Low latency Market Data
  • Good Database skills
  • Futures/ETF Theoretical Pricing
  • Execution Algorithms – VWAP, TWAP, Vol-Inline, Implementation Shortfall, ISO-based algorithms
  • Algorithmic Trading and Hedging Strategies
  • Good knowledge of Equity and Futures execution venues
  • Working knowledge of Financial Modeling and Forecasting
  • Comfort with basic Math and Statistics
  • Working knowledge of Machine Learning algorithms is a nice-to-have, but not required
  • Working knowledge of Quantitative Back-testing with Matlab or R is a nice-to-have, but not required
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