Quant Developer (C++)

As a member of a collaborative team, develop and maintain critical high-performance trading and signals logics and supporting infrastructure. Work side-by-side with quant researchers and traders, assisting in the implementation of trading strategies and research projects. Collaborate with technology teams providing strategy & signals containers, as well as integration with general Squarepoint infrastructure. The candidate must be comfortable working in a fast-paced dynamic environment and be able to balance rapid tactical delivery with long-term strategic work. The job involves driving cross-team initiatives and daily interaction with quant researchers and traders, thus good communication skills are a must. The candidate must have a strong work ethic, be enthusiastic to work on the bleeding edge of technology, and have the drive to push through complex initiatives. Attention to detail and defensive programming experience are essential.

Responsibilities include:

• Help research and implement strategies & signals logics, backtesting and simulation, libraries, and processing frameworks.
• Develop tooling to analyse large data sets using advanced statistical methods to identify trading opportunities and to monitor the impact of changes over time.
• Develop a detailed understanding of the principles of market operation and structure to effectively utilise domain knowledge in software design and development.
• Long-term design improvement and maximisation of code reuse.
• Assist quantitative researchers with technical aspects of trading strategies and signals, as well as other R&D work.
• Contribute to strategic design and roadmap for high-performance trading infrastructure.
• Production support, primarily in L2 capacity; L1 support when working on specific strategy roll-out projects.
• Work closely with other teams (feed handlers, order gateways, reference data) driving cross-team initiatives, including comprehensive latency monitoring, new markets and products rollouts, and others.

Required Qualifications:

• Degree in Engineering, Computer Science or related subject; Masters or higher a plus.
• 3+ years strong programming experience under Linux, at least 1 year in C++.
• 2+ years’ experience working on high-performance mission-critical systems.
• A team player with good communication skills and a preference for compromise.
• Ability to balance tactical work with pursuing long-term strategic objectives.
• 2+ years experience working in a trading floor environment, implementing fully automated trading strategies (execution or prop trading).
• Experience in effective collaboration with quant researchers and traders, responsible for trading model design and operation; proven ability to convert abstract requirements into concrete trading implementations and algorithms, troubleshoot trading algorithm and systems issues across large complex distributed systems.
• Ability to debug complex issues under Linux (memory corruption & leaks, buffer overflows, etc).
• Experience developing market simulators is a strong plus.
• Familiarity with basics of listed capital markets and market microstructure (especially equities and futures); advanced understanding is a strong plus.
• Basic statistics; advanced quantitative skills a plus, but not required.
• GUI programming experience a plus.
• Must be able to work well under pressure and tight deadlines.
• Effective and professional communicator.

Nice to have:

• Modern OO design and software engineering paradigms, especially rapid prototyping and fast iterative release cycle (RAD).
• Experience working on a global team.
• Python, Q/kdb+.
• Testing methodologies (unit tests, regression tests).
• Dev workflow – SVN, GIT, JIRA, Code Reviews, etc.
• Grid & cluster tools (especially SLURM).