C++ Developer - Mid - High Frequency hedge fund (NY)

New York  ‐ Onsite
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Job Description
New York, NY
NY Headquartered multi-manager strat specialist fund of fund is looking for a talented developer to help them develop their systematic trading platform. The group focus on investing in emerging research and technology groups within a medium to high frequency trading space.

This initial contract could possibly turn into a full time role as the group are looking for a 1st of November live trade start. Its an exciting time to join the group and be at the beginning of the fund.

To be considered you will have

1. Thorough understanding of U.S. exchange feeds. Where the feeds originate and how they are consolidated and disseminated. What are the latency characteristics. Ideally candidates should have implemented feed handlers for exchange feeds and consolidated feeds.
2. Thorough understanding of FIX protocol and have implement FIX 4 or later compliant exchange/broker/dealer communication software.
3. Understand the entire process from submitting an order to recording and settling orders. There are many tricky cases in this process. People who have experience in the past should be able to list a few edge cases that demonstrate their involvement.

1. Excellent C++ programming skills. Excellent skills in using GDB or similar debuggers.
2. Excellent understanding threading, locking mechanisms.
3. Excellent understanding of the platform provided by Linux.
4. Should have worked with major C++ APIs such as pthread, boost, rouge wave, Intel TBB, etc.
5. Scripting language skills such as Python, Perl, etc.
6. Should have worked with SQL API and database interaction with running program
7. Networking skills should include TCP Servers and multicast applications.
Start date
ASAP
Duration
3 months - temp to perm
From
Generic Network
Published at
12.09.2011
Project ID:
236640
Contract type
Freelance
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