Summary / Overview:
Location: NYC Hybrid, 3x per week in office
Firm: Global Investment Firm
Role Responsibilities:
- Improve real time position tracking software, including designing and developing new API based on Flatbuffers and a proprietary RPC protocol.
- Design and implement new generation algorithmic container with very tight latency requirements, including integration with Python, design data logging and build post-trade analysis framework.
- Develop and optimize exchange simulation framework, including integrating microstructure simulator with new market data feed frameworks.
- Develop next generation of live market data feed handlers and contribute to continuous integration, testing, and deployment stack, including improving C++ build systems.
Requirements:
- Bachelor’s degree in Computer Science, Information Technology or related technical field
- 2+ years experience in writing high performance, low latency software using C++ language on Linux.
- 2+ years experience in implementing and deploying trading algorithms; implementing high throughput market simulator
- Experience conducting market data analysis with Python and NumPy library
- Experience utilizing Python and matplotlib library to visualize market data
- Previous exposure working in front office environment.
The base salary for this role ranges from $200,000 - $250,000 per year.