Quant Developer (C++)

<p><strong>Position Overview</strong></p> <p>As a member of collaborative team, develop and maintain critical high-performance trading and signals logics and supporting infrastructure. Work side-by-side with quant researchers and traders, assisting in implementation of trading strategies and research projects. Collaborate with technology teams&nbsp; providing strategy &amp; signals containers, as well as integration with general Squarepoint infrastructure. The candidate must be comfortable working in a fast-paced dynamic environment and be able to balance rapid tactical delivery with long term strategic work. The job involves driving cross-team initiatives and daily interaction with quant researchers and traders, thus good communication skills are a must. The candidate must have a strong work ethic, be enthusiastic to work on the bleeding edge of technology, and have the drive to push through complex initiatives. Attention to detail and defensive programming experience.</p> <ul> <li>Help research and implement strategies &amp; signals logics, backtesting and simulation, libraries, and processing frameworks.</li> <li>Develop tooling to analyze large data sets using advanced statistical methods to identify trading opportunities and to monitor impact of changes over time.</li> <li>Develop detailed understanding of the principals of markets operation and structure to effectively utilize domain knowledge in software design and development.</li> <li>Long-term design improvement and maximization of code reuse</li> <li>Assist quantitative researchers with technical aspects of trading strategies and signals, as well as other R&amp;D work</li> <li>Contribute to strategic design and roadmap for high&nbsp;performance trading infrastructure</li> <li>Production support, primarily in L2 capacity; L1 support when working on specific strategy roll-out &nbsp;projects</li> <li>Work closely with other teams (feed handlers, order gateways, reference data) driving cross-team &nbsp;initiatives, including comprehensive latency monitoring, new markets and products rollouts, and others</li> </ul> <p><strong>Required Qualifications:</strong></p> <ul> <li>Degree in Engineering, Computer Science or related subject; Masters or higher a plus</li> <li>3+ years strong programming experience under Linux, at least 1 year in C++</li> <li>2+ years’ experience working on high performance mission critical systems</li> <li>A team player with good communication skills and a preference for compromise</li> <li>Ability to balance tactical work with pursing long-term strategic objectives</li> <li>2+ years experience working in trading floor environment, implementing fully automated trading strategies (execution or prop trading</li> <li>Experience in effective collaboration with quant researchers and traders, responsible for trading model design and operation; proven ability to: <ul> <li>convert abstract requirements into concrete trading implementations and algorithms</li> <li>troubleshoot trading algorithm and systems issues across large complex distributed system</li> </ul> </li> <li>Ability to debug complex issues under Linux (memory corruption &amp; leaks, buffer overflows, etc)Experience developing market simulators a strong plus</li> <li>Familiarity with basics of listed capital markets and market microstructure (esp. equities and futures); advanced understanding a strong plus</li> <li>Basic statistics; advanced quantitative skills a plus, but not required</li> <li>GUI programming experience a plus</li> <li>Must be able to work well under pressure and tight deadlines</li> <li>Effective and professional communicator</li> </ul> <p><strong>Nice to have:</strong></p> <ul> <li>Modern OO design and software engineering paradigms, especially rapid prototyping and fast iterative release cycle (RAD)</li> <li>Experience working on a global team</li> <li>Python, Q/kdb+</li> <li>Testing methodologies (unit tests, regression tests)</li> <li>Dev workflow – SVN, GIT, JIRA, Code Reviews, etc</li> <li>Grid &amp; cluster tools (especially SLURM)&nbsp;&nbsp;</li> </ul> <p><span data-olk-copy-source="MessageBody">The minimum base salary for this role is $120,000 if located in New York. &nbsp;This expectation is based on available information at the time of posting. &nbsp;This role may be eligible for discretionary bonuses, which could constitute a significant portion of total compensation.&nbsp; This role may also be eligible for benefits, such as health, dental, and other wellness plans, as well as 401(k) contributions.&nbsp; Successful candidates’ compensation and benefits will be determined in consideration of various factors.</span></p> <p>&nbsp;</p> <p><span style="color: #ffffff;"><strong>#LI-DNP</strong></span></p>