Leading financial institution specializing in Quantitative Trading and cutting-edge Research is building a new Equities trading system. You will work closely with traders and quantitative researchers while building new components for Order Management, Internalization, and Algo Execution, and integrating with other proprietary quantitative trading processes.
You will contribute to building a trading system with the highest electronic trading volume, and building processes that significantly contribute to PnL of the firm.
The ideal candidate will have a strong background in C++ development, and experience in creating scalable, low-latency, high-throughput systems.
Requirements
A degree in Computer Science, Engineering, Mathematics, or a related field
5+ years of experience writing production-quality code in C++ (C++ 17/20) with a deep understanding of data structures, algorithms, concurrency patterns, and numeric processing
Experience designing, implementing, and optimizing low-latency and high-throughput systems, particularly for financial applications
Experience with Python programming is a plus
Experience in alpha/strategy research infrastructure or data pipeline development is a big plus
Low Latency Research Engineer in new york at Unknown Company
This position is listed as full time and onsite.