Quantitative Developer - Equities Technology
Posted 7 hours 27 minutes ago by Nutanix
Permanent
Not Specified
Other
London, United Kingdom
Job Description
Quantitative Developer - Equities Technology
We are in search of a Quantitative Developer to join our team who is passionate about designing, architecting, and implementing low latency C++ systems that are not only robust, resilient, and accurate, but also exceptionally fast. Our team works directly with the firm's central trading teams. By constructing and maintaining this high-performance infrastructure used by these teams, this developer will enable new trading opportunities across businesses and regions, allowing the best possible execution performance.
Job Duties
- Development of execution algorithms, order management systems, strategy containers, connectivity, and messaging systems.
- Work directly with central trading teams to optimize the firm's overall execution performance.
- Enhance the platform's efficiency by utilizing network and systems programming, along with other advanced techniques to reduce latency.
- Create systems, interfaces, and tools for historical market data and trading simulations to boost research productivity and system testability.
- Assist in building and maintaining our automated tests, performance benchmark framework, and other tools.
- Collaborate closely with trading teams to gather requirements and develop solutions in a fast-paced environment.
Qualifications
- 5+ years of professional experience in a front-office, financial services environment as a senior contributor.
- 10+ years cumulative, professional experience.
- A degree in computer science or a related field.
- Strong background in data structures, algorithms, and object-oriented programming in C++, including:
- Proficiency with new features of C+ and C+.
- Proficiency with multithreading and asynchronous environments.
- Strong understanding of low-latency and real-time system design and implementation.
- Strong understanding of Linux system internals and networking.
- Strong financial experience across multiple asset classes, with a focus on real-time low-latency trading systems for equities and futures.
- Familiarity with Python for quantitative research and data-oriented processing.
- Familiarity with analysis of execution algorithm performance.