Aspects of the roles may include (but are not limited to):
Developing elite execution capabilities and order management systems that are flexible, high-performance, and profitable
Gaining an excellent knowledge of market microstructure to gain competitive advantages
Working wit and delivering data and libraries to deliver key insights to others
Research and create ideas in software engineering and HPC
Work closely with traders and core engineers to devise next-generation solutions for the firm’s trading activities
Requirements
Master's Degree or PhD in Computer Science, Software Engineering, EE or similar
Demonstrable evidence of advanced C++ use
Proficiency in advanced C++ (’11/14>)
Proficiency in advanced data structures and algorithms
Experience in Software Engineering including design/requirement specs, testing, QA, release
Additional desired attributes
Low-latency C++ development experience
Proficiency with STL, TMP, Boost, and type safety
Proficiency in advanced data structures, algorithms, OO programming, and computational complexity
Experience with low-level system facilities: threading, I/O, signals, shared memory, VM, VFS
Experience in distributed computing including exchange topology, market gateways, and SORs
Knowledge of TCP/IP, UDP, and network topology; experience with socket programming
Knowledge of exchange connectivity, Order Management Systems, and High Frequency Trading
