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Developer C++

Зарплата

От 120 000 ₽

Требуемые навыки

Разработка ПО · Python · C++

Местоположение и тип занятости

Полный рабочий день · Можно удаленно

Компания

Небольшой исследовательский проект

Описание вакансии

A US-based quantitative trading company is looking for a talented C++ developer to work with our Moscow remote team. Daily duties include:

  • participating in developing a high frequency trading C++ framework
  • writing scripts in Python for quantitative research

Typical tasks might include:

  • write a backtesting algorithm for a certain trading strategy
  • rewrite existing Matlab solution into C++
  • write a (very) fast function for real time calculations in accordance with technical specifications and requirements
  • speed up and improve existing solutions

Expect to use daily:

  • Python
  • C++ 11/14
  • JIRA + Slack + Git
  • Mediawiki engine for knowledge management

This is a remote position, meaning you will work full time from any place of your choice.

QUALIFICATIONS

A candidate must have:

  • Professional development experience: 5+ years
  • Strong core C++ 11/14 development skills (incl. multithreading and interprocess communication)
  • Ability to write efficient (in terms of time complexity) algorithms
  • Rapid code prototyping skills
  • Experience with reading and getting to know a large code base
  • Reasonable experience with: Python scientific tools (SciPy, NumPy, Pandas) or Matlab
  • Ability to read and understand scientific articles in English and reasonable communication skills in at least a live chat format
  • Experience in developing high throughput transaction/event processing systems

Optional skills (considered a plus for a candidate):

  • MS/PhD in Maths, Physics
  • Experience in data processing: preparation, filtering, normalization, classification, dealing with missing values
  • Experience in complex machine learning tasks involving big data (well over 100 dimensions in tens of Gbs of raw text data)
  • Digital signal processing background
  • Experience in optimising slower scripts (Matlab, Python) using a fast C++ to handle bottlenecks or replicating the whole logic (.mex functions, Cython, .dll)

Personal skillset should include:

  • Communication: able to express ideas clearly and concisely
  • Learning: able to learn and adjust habits in a swift manner

A perfect candidate may bring to the table (completely not necessary, but considered a plus):

  • Familiarity with FIX protocol, Eurex EOBI data format, CME DirectFeed data format
  • Basic knowledge of futures, options, FX Trading systems design and development
  • Derivatives pricing & modelling knowledge (Black-Scholes etc, stochastic processes modelling)
  • Experience developing, delivering and supporting software for Linux (or other UNIX ) operating system

Мы - прямой работодатель. Название компании называем кандидатам, прошедшим первичный отбор. С Вами работает наш рекрутер - Вера.

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