Technology
Center of one of the biggest multinational banks is looking for C++ developers
with strong knowledge of mathematics and algorithms.
This role
includes development of new exchange connectors and support for existing
connectors to handle order execution flow and market data acquisition for
bank platform.
This is the flagship product for ultra low latency single
microsecond algorithmic trading. The platform is built on the top of the best
available hardware and network solutions as well as state-of-the-art software
technologies. Those include direct access to network cards to bypass the
standard TCP/IP stack, explicit assignment of hot threads to physical
processors to achieve the top performance and use the most recent C++0x
language features to get to the edge of impossible. And one step beyond...
Duties and Responsibilities
• Software development for exchange connectors and various utilites.
• Working with exchange teams to enable connections.
• Code debugging.
• Connectors certification.
• Writing unit tests.
• Maintenance and bugfixing of existing code.
Experience / Requirements (required)
• Strong software design and development skills.
• Strong C++, STL, POSIX and Boost knowledge, multi-threading.
• Deep knowledge of TCP/IP stack, tuned for performance.
• Excellent understanding of common data structures and algorithms complexity.
• On-hand experience with Linux and gcc/gdb.
• Ability to work in fast-paced environment, multi-tasking.
• Ability to work as a part of a distributed team.
• Fluent written and spoken English.
Experience / Requirements (preferred)
• LBM (29West) messaging knowledge.
• FIX protocol familiarity.
• Unix scripts, bash, python.
• Java knowledge.