C++ / Linux High Performance / Quantitative Developer

Company:
Carisbrook Partners
Location:
New York, NY
Job Type:
Posted:
6/14/2013

Job Description

The Client: My client are a highly sophisticated, yet secretive quantitative trading firm. They are an extremely small collaboraitve, research-orientated group of physicists, coders, researchers and quant traders combining highly sophisticated scientific techniques with high performance and scalable technology to take advantages of inefficiencies in the market. What you will be doing: You will be playing a pivotal and visible role in rearchitecting the tic-to-trade high frequency infrastructure. You will work from the phsyical networking layer through the user APIs for ultra-low-latency and redesigning their quant research infrastructure to handle massively parallel analysis of huge amounts of market data and optimizing thier quantitative trading strategies. What you will be learning: You will develop an intimate understanding of the mechanics of a highly sophisticated HFT environment,looking to optimize both unconventionally and aggressively, including but not limited to; quantitative statistical techniques, massively parallel I/O optimization, ultra precise syncrhonization, novel methods for lockfree concurrency, custom networking software and hardware, low level phsyics and signal processing tricks. About you: You will be a bright, exceptionally smart thinker, ready to bring innovative ideas to the table. You will have experience of low-level system development and a strong sense of ownership. C++ - You've worked in design, code, test and debug, and pretty much all parts of various leaving C++ toolchain across architectures: Compiler frontend, backend, high-level optimizers, assemblers, linker, debuggers, runtime libraries etc. You have an interest in understanding how things work under the hood, which is paramount for low-level optimisations You want to get things done - tackling hard problems to achieve a business goal with a huge deal of flexibility on implementation. You love your work - you have an innate curiorisity to keep learning and exploring new concepts and technologies. The compensation is highly competitive, and the learning opportunities on the business and technology is limitless. If you are keen on exploring this opportunity further, or wanted to set up a discreet conversation, please apply or email t.giaziri@carisbrookpartners.com
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