Low Latency C++ Developer - High Frequency Trading

Selby Jennings
London, United Kingdom
£200k - £200k
08 Dec 2022
17 Dec 2022
Job Function
Industry Sector
Finance - General
Employment Type
Full Time
Low Latency C++ Developer

High Frequency Trading Firm

London or Amsterdam

Our client are a high frequency trading firm that specialises in Quantitative Trading & Investment Strategies. Since they were founded, they have been a major liquidity provider in global Stock markets. They are seeking a Low Latency C++ Software Developer to join their Engineering team in London and Amsterdam.

Responsibilities :
  • Developing low latency C++ software for electronic trading in the most competitive financial markets. Writing efficient code by choosing the best algorithms and data structures, but also developing and leveraging knowledge of x86 processor architecture and FPGA to optimise code for a specific execution environments.
  • Co-designing and developing low latency execution algorithms with traders and FPGA developers.
  • Implementing application-level network protocols in C++ to connect to new trading venues. Developing a deep understanding of the nuances in each such protocol and optimising code to gain advantage from these.
  • Investigating latencies and jitter from test and production data and fixing identified issues. Designing experiments to root cause such issues without disrupting production environments.
  • Improving their big data infrastructure which is used for market simulations and post-trade analysis. Enhancing capabilities of their statistical learning and market-simulation logic which models a real market, including all its variances, as accurately as possible.

  • PhD, MSc or BSc (M.Tech/ B.Tech) in Computer Science
  • 2+ years' experience in C++ coding (HFT is preferred)
  • Expert level understanding of C/C++
  • Good understanding of operating systems and networking fundamentals and should be interested in getting hands dirty with system-level programming.
  • Knowledge of multi-threaded programming concepts is a must.

Apply now for immediate consideration
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