C++ Algorithmic Developer, Commodities Trading

Our client\’s Algo Trading Group seeks a skilled C++ Developer for its Electronic Trading Team. This role involves developing high-performance, low-latency systems for sophisticated algorithmic trading strategies.

Focus Areas:

• Native Spread Trading Systems: Designing and implementing algorithms that identify and execute opportunities in price differentials between related commodity instruments (e.g., futures contracts, inter-commodity spreads) with ultra-low latency.
• Smart Legging Algorithms: Developing sophisticated execution logic for multi-leg orders, where the system intelligently times and routes individual legs to optimize execution prices, manage risk, and react to real-time market dynamics.
• Liquidity-Seeking Algorithms: Building algorithms that efficiently execute large orders by intelligently sourcing liquidity across various trading venues and over time, minimizing market impact and slippage.

Required Expertise:

• Exceptional C++ skills, including common trading data structures, low-latency techniques, robust concurrency control, efficient memory management, and CPU/cache optimization.
• Proficiency in network programming (FIX, binary) and asynchronous I/O.
• Strong understanding of quantitative concepts such as probability trees and dynamic programming.