- Experience with C++ 11 and up
- Experience with Linux
- Excellent communication skills
- Collaborative personality
- Comfortable working in a fast-paced environment
Brownie points for:
- Low latency programming
- Scripting – any of bash/perl/python
- Financial services and capital markets knowledge
- Automated build system – as part of the firm’s dev ops culture, move the C++ code base to perform nightly builds using Jenkins and store artifacts in Conan. Leverage the work to allow upgrading to the latest C++ version by building on different operating systems and different C++ versions.
- Automated system testing – build a comprehensive testing infrastructure to facilitates automated testing by staging the system, running tests, staging different scenarios by pushing data sets and reporting the results back to the developers. Ultimately run performance testing to measure the latencies and throughput of the system.
- Position management system – build a new application to calculate the positions, market exposure and P&L in real-time for all order flow goes through the system.
- Gateway replacement – create a new application to be the hub between the clients (portfolio managers) and the system. Accept messages, deliver replies, convert message formats and enforce rules/checks on the message flow