Mid-town systematic prop trading firm is looking for a low latency C++ programmer to work in close collaboration with traders on development and support of the trading infrastructure, market data collection and processing, performance improvement, and latency reduction.
Develop software to source and maintain data from wide variety of structured and unstructured sources.
Team is responsible for developing frameworks for automated trading, ultra-low latency market connectivity, data management and analysis.
Analyze large data sets.
Work closely with traders to automate our research workflow
Development and enhance applications managed by technology team.
Manage applications in production, providing 3rd level application support if required.
Bachelors Degree in Engineering, Mathematics or Computer Science
3+ years C++/Python/Java development experience on Linux
3+ years knowledge of databases (MySQL/Postgres) and /or NoSQL
Experience in structuring, optimizing and analyzing large data sets.
Experience in sourcing and maintaining data from public websites.
Advanced degree in Mathematics or Computer Science (MSc/PhD)
Team Player capable of developing industrial strength software components
Good exposure to Q/Kdb+, or alternatively good functional programming experience
Good experience analyzing and structuring large data sets.
Knowledge of trading and market microstructure