The successful candidate will be a C++ Developer in the Quantitative Trading Team and will assist in the design and development of our Quantitative Trading Platform. This will include work on our order and execution management systems, low latency market data feeds, FIX gateways to execution venues and real-time data capture, storage and analysis.
The ideal candidate will be a passionate hands-on C++ developer and OO technologist with some experience of trading systems implementation on a Linux platform.
The team’s focus is to continue the development of the firm’s award-winning execution platform and high volume, high-frequency algorithmic trading infrastructure in C++, which supports all the company’s equity trading strategies for all funds.
Required Skills / Experience
- Passionate technologist
- Intermediate level C++ on Linux
- Experience of OO development within an Investment Bank or Hedge Fund
- Strong academic background with a 2:1 or above in a Computer Science or related subject from a leading University
- Ability to work in often highly pressurised environments and to tight deadlines
- Motivated, enthusiastic and thrives in a dynamic environment
- Assured and confident in own abilities and speaking with senior members of the organisation
- Must have a record of delivery and achievement to a high standard
Desirable Skills / Experience
- Experience designing and building high throughput, automated, real-time trading systems
- Excellent Linux experience including shell and admin experience, ideally Redhat
- Exceptional RDBMS knowledge including SQL Server and Sybase
- Solid experience working with real-time data providers coupled with excellent knowledge of real-time market data capture, preferably from an algorithmic trading perspective
- FIX protocol
- STL / Boost
- Multi-threading experience
Please contact Peter Hayward on 0208 057 9260 or email Peter@StanfordBlack.com for more information