- New York, NY, USA
- Permanent, Full time
- Credit Suisse -
- 26 Apr 18
VP – Senior C++ Platform Developer - Smart Order Router #110943
We are looking for hands-on developer to work with a group of highly technical professionals to enhance the Smart Order Router platform, a low latency global multi-asset framework, designed for best-execution performance, to minimize latency arbitrage and control trading costs.
You will design, develop, test, implement, improve and maintain a large scale algorithmic trading platform using industry standard messaging products, C++11/14 and other advanced libraries, Financial Information Exchange (FIX) protocol and binary protocols on the Linux/Unix platform.
- Design and develop software components for the Smart Order Router platform. Extend and enhance existing software components for the Smart Order Router platform.
- Develop expert-level C++ code optimized for low latency requirements, large volume and process scale, while preserving stability and robustness of the platform
- Develop tools and scripts as needed to support and extend operational stability for the platform
- Develop tools as needed for DevOps integration of the platform
- Develop and run unit, performance and load test tools and test cases for the platform, to validate changes and fine-tune performance
- Peer-review and analyze code to validate changes against requirements and for adverse impact
- Work with the business desk to clarify requirements and translate into appropriate system design
- Work with QA engineers to validate test cases and results
- Work with Release managers to document and deliver platform updates
- Work with Production Support and Infrastructure engineers to maintain a stable production environment and troubleshoot issues when they arise
- Take responsibility and work independently in a high-pressure, time-critical environment.
- Bachelor's degree in Computer Science or related
- Expert-level C++/11/14 programming
- Experience with Boost library and STL
- Experience in low latency process optimization, network, messaging, multi-threading and template meta-programming
- Experience of large-scale software development with focus on stability and supportability
- A passion for programing in a demanding & dynamic environment
- Understanding of US equity markets
- Knowledge of algorithmic trading
- Knowledge of exchange protocols