Job Description
A leading quantitative trading firm is looking for C++ Software Engineers to join its High Frequency Trading team in New York.
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You’ll work closely with researchers and engineers to build low latency, high performance trading systems, owning projects end to end from research and simulation through to production execution.
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The role:
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- Build and optimise HFT infrastructure across research, simulation and production
- Work closely with quantitative researchers on complex technical problems
- Develop systems operating across thousands of financial instruments
- Push frequent, impactful changes directly into production
- Work with C++ across performance-critical, low-latency systems
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Ideal background:
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- 5+ years of strong C++ experience
- Experience with low-latency systems, market data, order routing, execution or simulation
- Strong CS fundamentals and engineering instincts
- Linux/Python experience is a plus
- Interest in solving challenging performance and systems problems
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