Goliath Partners has two requirements at a leading HFT firm in NYC for Quantitative Developers with a C++ bias. The firm is looking for people that have the ability to accelerate their growth across a number of asset classes and be a part of a high performing team.
Role:
Greenfield development in C++
Software implementation & optimisation on current & new trading systems.
Assist in the implementation of trading strategies.
Developing market data platform & ensuring low latency system performance is sub 10ms.
Firm is happy to wait around a non-compete.
Essential skills:
BS in Comp Sci/ Mathematics/ Physics or similarly related field.
Experience with working closely to trading & QR teams on assisting in the implementation of trading strategies.
Close familiarity (or deep interest) in trading execution.
Core expertise in C/C++ working with STL.
Familiarity with memory management & software optimization
Beneficial skills:
Python3 & SQL familiarity.
MSCS/ PhD in CS or a similarly related field.
Mathematical achievements / competitions.
Constant hunger to stay at the forefront of technology.
Compensation for this is significant depending on experience and they are globally recognised as a leader in their scale as well as pay. It can be considered an incredibly fair market rate amongst the leading players in industry.
If interested and you believe you would be a good fit, please apply & we'll be in touch.
Goliath Partners is working with a NYC venture focused in low-latency development that is targeting Sr Software Engineers who specialize is C++ to joi...
