Quantitative Developer - High Frequency

  • Base + Bonus
  • New York, NY, USA
  • Permanent, Full time
  • IJC Associates, Inc
  • 15 May 19

Our Client, a Multi-Billion Dollar Hedge Fund, deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange.

RESPONSIBILITIES:

Building high-performance/low-latency trading components for both live trading and simulation
Responsible for technology infrastructure systems development, which includes connectivity, maintenance, and internal automation processes
Troubleshoot and resolve any systems related issues and handle the release of code fixes and enhancements
Maintaining the production and research systems and software setup, ensuring its stability, robustness and security
Achieving trading system robustness through automated reconciliation and system-wide alerts and fuses

REQUIREMENTS:

Strong C++ skills, with an emphasis on fast, memory-efficient algorithms
Familiarity with high-performance storage systems  (for tick data)
Familiarity with multi-threaded/multi-processing architectures (on large high CPU / high-mem servers)
Familiarity with equity market data, including order books and market data formats.
Familiarity with sending orders, receiving messages, etc.,  and keeping track of a portfolio, including interacting with an OMS
Familiarity with network protocols and computer architecture.
Ability to deploy to a production environment.
Ability to scope and plan projects carefully and stick to a schedule.
Strong attention to detail.
Undergraduate (higher degrees preferred ) in Computer Science or a similar discipline