We are seeking a high-performance C++ expert to design, develop, and optimize core components of our quantitative trading systems. You will directly contribute to building low-latency trading systems, algorithmic execution engines, and risk control modules, ensuring stability and peak performance in complex market environments.
Key Responsibilities
Develop and optimize core components for high-frequency trading (HFT) and market-making systems (order management, matching engines, signal processing, etc.)
Optimize memory management (e.g., custom memory pools), lock-free programming, and SIMD instruction acceleration
Convert alpha models and execution algorithms developed by quant researchers into production-grade C++ code
Collaborate with quant teams to systematize strategies like statistical arbitrage and trend following
Design distributed architectures to process TB-scale real-time market data (Level-2/tick-by-tick feeds)
Leverage Linux kernel tuning (CPU affinity, DPDK) to maximize network throughput
Develop cross-platform components (Windows/Linux) supporting multi-exchange protocols (FIX/ITCH)
Implement real-time risk controls (pre-trade/post-trade checks)
Build PnL calculation engines and real-time monitoring dashboards.
Requirements
Master’s degree or higher in Computer Science, Mathematics, Physics, or related STEM fields
5+ years of C++ development with expertise in template metaprogramming, multithreading, and network programming
Prior experience in quant trading systems, HFT, or exchange connectivity development preferred
Proficient in Linux systems programming (system calls, profiling tools: perf, VTune)
Working knowledge of Python or Rust for rapid prototyping
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Key Responsibilities
Develop and optimize core components for high-frequency trading (HFT) and market-making systems (order management, matching engines, signal processing, etc.)
Optimize memory management (e.g., custom memory pools), lock-free programming, and SIMD instruction acceleration
Convert alpha models and execution algorithms developed by quant researchers into production-grade C++ code
Collaborate with quant teams to systematize strategies like statistical arbitrage and trend following
Design distributed architectures to process TB-scale real-time market data (Level-2/tick-by-tick feeds)
Leverage Linux kernel tuning (CPU affinity, DPDK) to maximize network throughput
Develop cross-platform components (Windows/Linux) supporting multi-exchange protocols (FIX/ITCH)
Implement real-time risk controls (pre-trade/post-trade checks)
Build PnL calculation engines and real-time monitoring dashboards.
Requirements
Master’s degree or higher in Computer Science, Mathematics, Physics, or related STEM fields
5+ years of C++ development with expertise in template metaprogramming, multithreading, and network programming
Prior experience in quant trading systems, HFT, or exchange connectivity development preferred
Proficient in Linux systems programming (system calls, profiling tools: perf, VTune)
Working knowledge of Python or Rust for rapid prototyping
#J-18808-Ljbffr
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