C++ Software Developer

C++ Software Developer

London

HFT Systematic Trading Firm

Our client, a leading prop trading firm based in London, are looking for a Quant Developer to join their high-performance team.

As a quantitative developer, your aim is to improve the firm\’s trading stack in any way that will make its trading strategies more competitive and profitable. In a high-frequency trading environment, this often means improving the end-to-end latency of the trading platform or increasing the scalability and precision of execution of the trading strategies.

Requirements

• Experience writing low-latency C++ / Java applications and architectures. HFT industry preferred but telecom and gaming industry experience also welcome
• Ability to get the best performance out of application and networking stack of on-premise and cloud environment
• Ability to benchmark, profile and trace full applications on Linux
• Ability to find and resolve latency and throughput bottlenecks
• Excited to pick up new skills to solve difficult problems (examples: eBPF, XDP, Intel PT)
• The ideal profile has experience in the HFT industry combining software development and networking skills (TCP / UDP / multicast / WebSocket / HTTP).
• While the firm is language agnostic, their current trading stack is mostly written in Java.
• Crypto background not essential but highly recommended.

Responsibilities

• Develop low latency trading engine and strategy runtime
• Develop market data distribution platform (internal binary protocols)
• Develop and maintain exchange API connectivity and robust exchange connectors
• Full automation around deployment and monitoring of a 24/7 trading system
• Continuous profiling of trading system and strategy latency
• Understand and reverse engineer exchange architectures