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C++ Software Engineer

2 months ago


New York, New York, United States QUANTEAM - North America (RAINBOW PARTNERS Group) Full time

Company Overview

As a key player in the consulting landscape, Quanteam operates under the umbrella of RAINBOW PARTNERS, focusing on Banking, Finance, and Financial Services. Our diverse team of 1,000 professionals from 35 nationalities collaborates across 10 global offices, fostering an environment of teamwork, excellence, and innovation.

Position Overview

We are looking for a proficient C++ low latency developer to enhance our successful automated trading operations across various asset classes. This role encompasses the entire development lifecycle, from gathering requirements to deployment, and includes ongoing support for our internal stakeholders.

Key Responsibilities

  • Architect, develop, and deploy advanced market connectivity systems.
  • Collaborate closely with algorithm developers and traders to address diverse requirements.
  • Ensure that order management aligns with optimal execution standards.
  • Engage with colleagues and business leaders to foster skill development.

Required Skills

  • Proven experience with C/C++, including knowledge of C++17 and templates.
  • Expertise in low latency programming, performance optimization, and debugging.
  • Familiarity with FIX and Binary Connectivity Protocols.
  • Proficient in network protocols such as TCP and multicast.
  • FPGA knowledge is advantageous for understanding socket operations.
  • Experience with Market Data feed handlers and connectivity solutions.
  • Understanding of investment management and trading execution processes.
  • Development experience on Linux platforms.
  • Python scripting or equivalent experience.
  • Excellent communication skills are essential.

Preferred Qualifications

  • Advanced degree in Mathematics or Computer Science (MSc/Ph.D.).
  • A collaborative team player with a knack for developing robust software components.
  • Strong analytical skills with experience in structuring large datasets.
  • Knowledge of trading dynamics and market microstructure.