Research Developer / Trader – Proprietary Trading Hedge Fund – Chicago / New York. (% of PnL) recruitment

Opportunity at a leading, ultra-high frequency trading company based in Chicago, with offices in New York. You will join a team of technologists and software engineers that work on ultra-high frequency trading strategies.  All members of the team are jointly responsible for generating PnL. The team are renowned for having 100pc staff retention since the company was formed over 6 years ago. Return on capital has been minimum 23% each year since inception. 

Responsibilities:

-coding trading algorithms and advising on efficiency

-enhancing legacy algos that make money but need greater software (/hardware) efficiency

-proposing trading strategies (all members of the team are encouraged to create trading PnL)

-contributing to overall software efficiency (trade execution, exchange connectivity, data)

-working with other hardware and software teams to improve efficiency in recognition that alpha is a function of both cost and revenue-generating trading strategy

-working with other research teams within the business to research and continually improve and existing strategies and look for new sources of alpha

Requirements:

-deep knowledge of Java/C/C++, multi-threading and real-time systems programming

-knowledge of network / hardware level coding

-prior experience of software within a systematic trading environment – proven experience of developing connectivity to electronic exchanges, low latency trading infrastructure, execution software, data solutions etc.

-mathematical fundamentals – some knowledge of statistics, pure math, computer science 

Please email l.jackson@westbourne-partners.com for more information.