Developer (C++/ Python)

Job Description:

Roles & Responsibilities:

• Have significant experience developing high-availability systems in C++ with very tight latency constraints
• Strong computer programming skills using C++ in a Linux environment
•  Have strong knowledge in parallel computing and Network programming
• Have a strong understanding of software development principles (OO design, TDD, etc)
•  Can code up a multi-threaded UDP server/client easily
•  Understands the complexity involved with threads and lock-free semantics
•  Assisting in the development of a tick by tick backtesting research platform
•  Coding different trading strategies and backtesting them on historical data on different platform and coding language (Preferably Amibroker AFL coding)
•  Optimizing the computational efficiency of existing learning-based algorithms to drive higher performance and faster learning rates
•  Developing systems that provide easy access to historical market data and trading simulations
•  Creating tools to analyze data
•  Have strong interpersonal skills and ability to work in a collaborative environment with cross-functional teams
•  Possess self-motivation, curiosity and passion for technology
• Advance Excel Skills (Working knowledge of VBA and Macros)

Skills:

• Have Master’s or PhD degree in Computer Science, Engineering or related field
•  Knowledge and experience in Python, C++ and R language
•  Experience working in the trading industry or other ultra-low latency-sensitive business that involves solving remarkably complex problems
•  High level performance / cache optimization / profiling
•  Knowledge and experience in network protocols (TCP, UDP)
• Experience of full life-cycle software development utilizing exotic hardware/software architectures for ultra-low latency trading systems