C++ Quantitative Execution Developer
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Quantitative Execution Developer
C++
New York
Total Comp 280-350k USD
Our Client is a quantitative asset management firm, that specializes in the development and deployment of systematic financial strategies across various asset classes and global markets.
Key Qualifications:
• Proficient in C++ within a Linux environment, ideally possessing expertise in low-latency programming.
• Proven experience in designing and implementing electronic algorithmic trading systems, with applications such as execution, market making, or high-frequency trading.
• In-depth understanding of market microstructure and hands-on experience with market data (L1/2/3), applicable to cash equity or other market segments.
• Extensive familiarity with Smart Order Routing (SOR) and comprehensive knowledge of diverse liquidity pools.
• Strong proficiency in Python and database management.
• Preference for candidates with experience in post-trade analytics.
Benefits at a Glance:
• Core Benefits: Comprehensive medical and dental insurance coverage for both employees and dependents, flexible spending accounts, 401(k) plans, fully paid parental leave, and ample paid time off including unlimited sick days.
• Perks: Exclusive employee discounts for gym memberships, participation in wellness activities, access to healthy snacks, and a relaxed dress code.
• Training: Access to a diverse range of learning and development courses, exposure to guest speakers, and engaging team-building off-site events.
• Employee Resource Groups: Inclusion in various employee resource groups promoting a sense of community and mutual support.
C++ Quantitative Execution Developer
| Location | New York |
| Discipline: | Financial Technology |
| Job type: | Permanent |
| Contact name: | Lewis Piper |
| Contact email: | lewis.piper@venturesearch.com |
| Job ref: | 1662 |
| Published: | about 1 year ago |
C++
New York
Total Comp 280-350k USD
Our Client is a quantitative asset management firm, that specializes in the development and deployment of systematic financial strategies across various asset classes and global markets.
Key Qualifications:
• Proficient in C++ within a Linux environment, ideally possessing expertise in low-latency programming.
• Proven experience in designing and implementing electronic algorithmic trading systems, with applications such as execution, market making, or high-frequency trading.
• In-depth understanding of market microstructure and hands-on experience with market data (L1/2/3), applicable to cash equity or other market segments.
• Extensive familiarity with Smart Order Routing (SOR) and comprehensive knowledge of diverse liquidity pools.
• Strong proficiency in Python and database management.
• Preference for candidates with experience in post-trade analytics.
Benefits at a Glance:
• Core Benefits: Comprehensive medical and dental insurance coverage for both employees and dependents, flexible spending accounts, 401(k) plans, fully paid parental leave, and ample paid time off including unlimited sick days.
• Perks: Exclusive employee discounts for gym memberships, participation in wellness activities, access to healthy snacks, and a relaxed dress code.
• Training: Access to a diverse range of learning and development courses, exposure to guest speakers, and engaging team-building off-site events.
• Employee Resource Groups: Inclusion in various employee resource groups promoting a sense of community and mutual support.
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