Job Informationen

Responsibilities: Develop a highly competitive high-frequency trading platform and infrastructure such as market data delivery and order submission subsystems Bring new trading ideas and approaches to life, while working very closely with researchers and traders and making sure that the trading code fulfils high production standards Refine the performance of the existing software by using network, hardware and system programming techniques Develop the simulator, a piece of software that is able to adequately represent a trading algorithm’s behavior as if it would be put in production; work on fine-tuning the match between simulated and production results; being able to properly reflect peculiarities of different venues inside the software Develop a logging subsystem, a highly performant layer that lets various trading components put real-time information in a structured manner and which can further be used in a post-trading analysis Work on a risk system that is rich enough to catch the broad variety of possible scenarios on the one hand, and performant enough not to jeopardize the overall performance of a trading platform on the other hand Continuously monitor the exchanges’ protocols and updates Your profile: Although we prefer a Master’s or PhD degree in Computer Science, Mathematics, Physics or a related field, you might convince us with a Bachelor’s degree and your experience Excellent programming skills using C++ in a Linux (or Unix-like) environment The ability and desire to write simple, well-structured and clean code that is easy to maintain In-depth knowledge of low-level network and system programming, and ideally some experience in developing low latency systems A solid grasp of computer science, algorithms, memory-, and concurrency models, CPU-architecture, operating systems, networks, relational databases, performance optimization etc. Bonus points: Experience in statistics / large-scale data processing systems / machine learning / grid-based computing

Benötigte Skills

• C++
• Linux
• UNIX