C++ Developer - Low Latency Execution Platform - VP #097848
As one of the world's leading financial services group, Credit Suisse provides its clients with investment banking, private banking and asset management services worldwide. Founded in 1856, Credit Suisse has a long tradition of meeting the complex financial needs of a wide range of clients, offering advisory services, comprehensive solutions and innovative products to companies, institutional clients and high-net-worth private clients globally. The Credit Suisse Group is active in over 50 countries and employs approximately 40,000 people. Further information can be found at www.credit-suisse.com.
Cultural diversity is essential to our success. As such, we employ people from more than 100 countries. Credit Suisse empowers employees to work openly and respectfully with each other and with clients, ultimately striving to deliver superior results while offering initiatives and programs to assist employees achieve a healthy work-life balance.
QT Fund LTD:
The Fund's investment objective is to deliver a consistent, low volatility, positive return stream with limited drawdowns.
The Investment Manager seeks to achieve this objective by developing and running a variety of quantitative, systematic trading and investment strategies. Specifically, the Investment Manager's personnel formulate hypotheses about the drivers of asset returns and apply a rigorous scientific approach to design, develop, implement and manage strategies around these hypotheses.
At a high level, the trading strategies can be classified as:
- Systematic Strategies - These capitalize on opportunities that are identified through quantitative analysis of a wide array of historical data. Portfolios are optimized to balance Sharpe Ratio, return, and trading costs.
- Market Liquidity Strategies - These react to real-time demand for securities by providing liquidity to offset such short-term demand. They use appropriate hedging instruments to offset risk and liquidate the combined risk exposures over a medium-term timeframe.
The QT Fund leverages the SMG teams' core expertise by focusing on strategies with typical holding periods ranging from <1>
- The chance to work in a dynamic trading environment, on the trading desk as an application developer and support staff member for the QT Fund Ltd.
- Ideal opportunity for someone with engineering and or a quantitative background who wants to work directly with the front office.
- Staff member will design, develop and implement systematic tools and strategies for the QT fund.
- Staff member will with the portfolio managers and desk management to design/develop automated solutions for trading, risk monitoring, research processes ect.
- Interact with core IT infrastructure teams in developing and implementing solutions to help grow the QT fund.
- Solid C++ and Linux programming. Some C# knowledge a plus.
- Excellent computer science skillset with strong data structures and algorithms knowledge
- Deep knowledge of the multithreaded programming and Linux internals.
- Knowledge and good understanding of the basic trading ALGOs - VWAP, TWAP.
- Low latency programming experience.
- Good knowledge of Exchange Connectivity, FIX Protocol, TCP/IP.
- Experience with the Market Data feeds is a plus.
- Solid work ethic, highly organized, detail - oriented, and motivated to drive projects
- Solid communication skill
- Team player with a positive attitude.