Low-Latency C++ Developer, Global Quantitative Systematic Trading Firm - J12714

Join a cutting-edge global quantitative systematic trading firm at the forefront of financial technology. The team comprises top-tier professionals dedicated to pushing the boundaries of electronic trading.

Responsibilities:

1. Design, develop, optimize, and maintain critical low-latency trading systems using modern C++ on Linux platforms.
2. Profile and optimize code down to the microsecond/nanosecond level for maximum throughput, efficiency, and hardware utilization.
3. Troubleshoot, debug, and resolve real-time issues in mission-critical production environments.
4. Stay ahead of the curve by evaluating and integrating the latest industry trends.

Requirements:

1. A minimum of 3+ years of relevant experience within the financial trading space (HFT, proprietary trading, or liquid market-making).
2. Problem-solver, analytical thinker, initiator, and great communicator (in English).
3. Strong, deep proficiency in Modern C++ with a solid grasp of memory management and low-level optimization.
4. Proven experience in multi-threaded, concurrent, and high-performance distributed application architecture.
5. Bachelor’s degree or higher in Computer Science, Computer Engineering, or a highly quantitative field.

If this outstanding opportunity sounds like your next career move, please submit through "Apply Now" or send your resume in Word format to Saswiko KJ at [email protected] and put Low-Latency C++ Developer, Global Quantitative Systematic Trading Firm - J12714 in the subject header.

Data provided is for recruitment purposes only.

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