Candidates will have the ability to bring and implement their own existing strategies and to also work with the R&D team to develop new black box systems.
Qualifications:
Required
- C++: 5+ years (OOP, Data Structures - (STL) Threading - Pthreads & Boost
- C#: 3+ years
- Experience building execution libraries and API's for deploying RAD strategies
- Windows & Unix / Linux
- Market Making - Equities, ETF Arbitrage
Optional:
- FIX, OMS, Market Data, Understanding of Exchange / ECN connectivity
- Working experience with middleware a plus
- Statistical Arbitrage, Options MM and Arbitrage
Additional:
- BD/ MS/ PHD - Computer Science / Physics / Mathematics
- Ability to work on client-server applications
- Experience in dealing with tick level data
- Experience debugging multi-threaded, concurrent applications
- Experience researching and back testing trading strategies