Developer C++
Зарплата
от 120 000 ₽
Требования
Местоположение и тип занятости
Компания
Небольшой исследовательский проект
Описание вакансии
Условия работы
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.