Our Client:
One of the top quantitative private fund companies.
Job Description:
Design and develop high-frequency trading systems using C++ while ensuring low-latency execution.
- Optimize existing algorithms and systems for enhanced performance and throughput.
- Collaborate with quantitative analysts to implement and integrate trading algorithms.
- Manage real-time market data ingestion, processing, and storage for data integrity.
- Conduct testing and validation to ensure system reliability, maintaining thorough documentation.
Job Requirements:
Bachelor’s or Master’s degree in Computer Science, Engineering, Mathematics, or a related field.
- 3+ years of experience in high-frequency futures or stock trading systems.
- Proficiency in C++ with a strong understanding of STL and performance optimization techniques.
- Experience in multi-threading, networking, and low-latency programming.
- Familiarity with trading systems, market microstructure, and algorithmic trading strategies.
- Knowledge of database systems and data handling practices (e.g., SQL, NoSQL).