We are looking for a Quantitative Developer to help architect, design, and implement low latency execution algorithms. Work directly with researchers and portfolio managers to implement execution algorithms.

Design and implement platform changes that enable new execution algorithms

Implement new and improve existing execution algorithms

Assisting in the development of a tick by tick back-testing research platform and exchange simulation

Developing systems, interfaces, and tools to historical market data and trading simulations that increase research productivity

Optimizing this platform by using network and systems programming to minimize latency

Help build and maintain research tools and reports for reconciliation, TCA and research

A strong background in data structures, algorithms, and object-oriented programming in C++
- Comfortable with multithreading and asynchronous environments
Strong knowledge of python (or similar language) for quantitative research and data oriented processing
Strong financial experience in equities
Strong understanding of low-latency and real-time system design and implementation
Good understanding of Linux system internals and networking
Good understanding of statistical techniques and their uses in quantitative research and trading