Developer C++

A US-based quantitative trading company is looking for a talented C++ developer to work with our Moscow remote team. Daily duties include:

• participating in developing a high frequency trading C++ framework
• writing scripts in Python for quantitative research

Typical tasks might include:

• write a backtesting algorithm for a certain trading strategy
• rewrite existing Matlab solution into C++
• write a (very) fast function for real time calculations in accordance with technical specifications and requirements
• speed up and improve existing solutions

Expect to use daily:

• Python
• C++ 11/14
• JIRA + Slack + Git
• Mediawiki engine for knowledge management

This is a remote position, meaning you will work full time from any place of your choice.

QUALIFICATIONS

A candidate must have:

• Professional development experience: 5+ years
• Strong core C++ 11/14 development skills (incl. multithreading and interprocess communication)
• Ability to write efficient (in terms of time complexity) algorithms
• Rapid code prototyping skills
• Experience with reading and getting to know a large code base
• Reasonable experience with: Python scientific tools (SciPy, NumPy, Pandas) or Matlab
• Ability to read and understand scientific articles in English and reasonable communication skills in at least a live chat format
• Experience in developing high throughput transaction/event processing systems

Optional skills (considered a plus for a candidate):

• MS/PhD in Maths, Physics
• Experience in data processing: preparation, filtering, normalization, classification, dealing with missing values
• Experience in complex machine learning tasks involving big data (well over 100 dimensions in tens of Gbs of raw text data)
• Digital signal processing background
• Experience in optimising slower scripts (Matlab, Python) using a fast C++ to handle bottlenecks or replicating the whole logic (.mex functions, Cython, .dll)

Personal skillset should include:

• Communication: able to express ideas clearly and concisely
• Learning: able to learn and adjust habits in a swift manner

A perfect candidate may bring to the table (completely not necessary, but considered a plus):

• Familiarity with FIX protocol, Eurex EOBI data format, CME DirectFeed data format
• Basic knowledge of futures, options, FX Trading systems design and development
• Derivatives pricing & modelling knowledge (Black-Scholes etc, stochastic processes modelling)
• Experience developing, delivering and supporting software for Linux (or other UNIX ) operating system

Мы - прямой работодатель. Название компании называем кандидатам, прошедшим первичный отбор. С Вами работает наш рекрутер - Вера.