C++ High Frequency Developer recruitment

This is for a small team of traders and IT developers working side by side, to carry out quantitative high frequency trading using computer algorithms on most major markets in Asia. 

It is a globally aligned team with counterparts in New York and London.

 The traders are responsible for the algorithms while the developers provide them with the very low latency order management and exchange connectivity systems.

Looking for candidates who can:

• Develop most robust and ultra low latency order management and exchange connectivity systems

• Analyze the current systems latencies and come up with innovative ways to improve it

• Work in a tightly coupled manner with local and global colleagues, exchanging code as well as ideas and learning

• Exposure to entire SDLC. Should be able to independently carry a project through requirements gathering, development, testing and deployment. The job has flavours of Project Management and Business Analyst roles, and hence, good coordinating and effort estimation stills expected          

• This is a front office role, but some understanding of life cycle of a trade, i.e. middle and back office systems, is required         

• Ability to learn from code and be self driven

• Strong understanding of equity and derivative trading systems

Technical Skills:

•   Strong C++ on Linux developer

•   Excellent knowledge of real-time mission critical client server applications communicating over TCP/IP  using custom exchange APIs

•   Good understanding of system architecture, data structures and coding styles for ultra low latency requirements.

•  FIX protocol •   Middlewares like Tibco Rendezvous, UDP, ICMP.

•  Market data APIs like Reuters, Wombat, Exegy.

•   STL. ACE, Boost libraries. •   RDBMs

•   Experience of profiling tools Rational Quantify, Purify, Valgrind or any other.

•   OOA/ OOD. •   Scripting languages like Perl.

•   IDEs like Eclipse. •   Code management using SVN. 

Qualifications:

• Minimum a Bachelors Degree, ideally in Computer Science or another numerate subject with heavy IT use. 

Experience:

• 5-10 years experience in C++ development. 

At least 2+ years experience in an equity trading environment in a reputed investment bank. Candidates must be available locally for a F2F interview.

Interested candidates can send their profile to "REKHA" at rrajan@aurec.com