Senior C++ Developer Trading Systems

Company: Confidential
Location: Chicago, Illinois, United States
Type: Full-time
Posted: 20.MAY.2021

Summary

Title: Senior C++ Developer (Any Trading Systems: Trade Logic, Market Access, Futures, Crypto or FX) •Firm is driving expansion, growth of...

Description

Title:

Senior C++ Developer (Any Trading Systems: Trade Logic, Market Access, Futures, Crypto or FX)

•Firm is driving expansion, growth of platform and trading teams into new capabilities, markets, and asset types with multiple hires: C++ Developers, Quantitative Traders, Trade Support, and Infrastructure Engineers

•You will design, build, and operate mission critical systems used for financial markets transactions. Critical ground floor development or mission crucial enhancements

•Organization is hiring experienced C++ developers with Trading systems including any Trade Logic, Market Access, Futures, Crypto or FX development coming from reputable Trading Organizations (Prop, Banks, Hedge Fund, Asset Managers, Trading Technology company, etc.)

•Exchanges Traded: Various FX Exchanges, CME, ICE, EUREX, and others. Ranked #1 Market Leader in FX Survey

•Methods: Quantitative Trading (Quant Trading), Algorithmic Trading (Algo Trading), Highly Systematic Trading.

•Instruments: FX | Forex, Crypto | Cryptocurrency, Futures: Fixed Income, Treasuries, Eurodollar, Energy, Agricultural (Ags), Equity Index, EUREX, Index Futures, and other CME/ICE listed Futures

Position Type:

Full-Time permanent


Compensation:

Base salary plus Performance Bonus commensurate with experience


Location:

Flexible: Offices in Chicago, New York, London or Remote


Company:

•Leading Quantitative Trading firm with a specialty in the Foreign Exchange and Futures markets

•Positive, Casual and Friendly work environment in great neighborhoods with offices in Chicago, New York, and London

•Innovative technology and robust risk management to identify trading opportunities within the global marketplace

•Member of the CME Group exchanges, ICE Europe, ICE US, Eurex and Others. Ranked number one in reputable FX survey for market share

•Track record of innovation and success in proprietary trading.

•State of the art trading infrastructure and direct market access to trading venues in the United States and Europe

•Some of the best Traders and Technology staff in the industry

•Company total is roughly 100+ employees consisting of Technology and Trading Staff


Position Summary:

If Crypto, FX or Futures

•Responsible for implementation of a Crypto, Futures or FX Trading stack in C++ as part of a team

•Develop Crypto, Futures or FX Exchange connectivity as needed

•Implement various Crypto, Futures or FX trading strategies working with trading teams

•Enhance/develop trading wire/shared-memory protocols to support data sets enriched for Crypto, Futures or FX trading

•Develop trading constructs for liquidity aggregation and addressing thin highly distributed liquidity

•Enhance C++ trading framework as needed for optimal Crypto, Futures or FX trading strategies

•Perform code reviews for peers and for trading team implementation of strategies

•Implement unit tests to match code changes

If Market Access, Gateways, Data Feeds

•Implement market data feed handlers interfacing to exchanges and vendors and normalize into internal protocols

•Responsible for the implementation and enhancement of low-latency book building logic

•supporting both aggregated price levels and market by order feeds

•Implement logic to support direct extraction of historical market data from pcap files

•Develop order entry gateways communicating directly with exchanges or vendors to support bi-directional order flow, normalizing into internal protocols

•Implement exchange protocol simulators, to support use of production gateway binary in

•UAT running against simulated exchange

•Implement Price Caches with co-mingled market data and order entry to support trading in FX venues

•Responsible for implementation and enhancement of low-latency order management logic

If Trade Logic or Strategy Developer

•Responsible for implementation of trading strategies in C++ working with a variety of teams

•Implement enhancements to trading simulations in backtest, for ongoing improvements

•to PnL accuracy, including various approaches to market data book synchronization

•Perform code reviews for peers and for trading team implementation of strategies

•Implement unit tests to match code changes

•Develop framework for collecting and collating multiple simulation run results to assist in trading strategy optimizations

•Work with historical market data sets to understand exchange transactions in detail to enhance backtest simulations and live trading

•Enhance or develop core components as needed to support trading strategies' requirements


Requirements:

1.Expertise in Linux C++ with current Trading Systems Development

2.Coming from (past or present) a reputable Trading Organization e.g., Proprietary Trading Firm, Bank, Hedge Fund, Asset Manager, Trading Group, Trading Technology company, etc.

3.Proficiency with Software Engineering principles including code management with Git/repo/branches, unit testing frameworks, gdb debugger, valgrind, etc.

4.Proficiency in implementation of efficient and fast logic and trading constructs

5.Experience in scripting language development such as Python, bash

Desired:

1.Any of the following trading systems development: Trade Logic, Market Access, Futures, Crypto or FX

2.Proficiency in implementation of efficient and fast logic and trading constructs

3.Proficient on Linux system commands and networking concepts

4.Expertise in low-latency C++ implementation

5.Experience with Risk Management approaches

6.Experience in Crypto specific data collection including blockchain

7.Crypto Currency trading systems/strategies, Spot and Derivatives Crypto trading


Benefits:

Robust medical, dental, life insurance, 401K, and vision plans. Company funded life insurance plan. Dental and Vision plans. Best in Class Benefits: Blue Cross Blue Shield PPO healthcare benefits 90 - 100% employer paid coverage.

401k company match program up to 4%. Paid parental leave. Plenty of snacks, coffee/espresso, and catered lunches every Friday. Commuter Benefits. Casual and friendly work environment in great neighborhoods. Quarterly team building exercises. Ability to partake in offsite charities and community service event. Performance bonus.


 
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