Develop and optimize automated trading systems, including exchange connectivity, derivatives pricing, order and risk management. Implement flexible live trading strategies integrated with backtesting, automate trading and analytics workflows, and provide technical support. The role requires strong C++ expertise, concurrency and memory-model knowledge, network programming experience, and familiarity with Boost, ZeroMQ, MongoDB, and Protocol Buffers.
Responsibilities
- Continuously improve the design and performance of our automated trading system, including exchange connectivity, derivatives pricing model, order and risk management system.
- Implementing trading strategies which are highly adjustable in live trading and easy to integrate with backtesting system.
- Work closely with other teams to automate trading/reconcile/analytics workflow.
- Provide technical support for trading system
Requirements
- 5+ years of working experience with C++.
- Thorough understanding of C++ memory model, concurrency, meta-programming and best practices.
- Experience with network programming using TCP, Websocket
- Experience with Boost, ZeroMQ, MongoDB, Protobuffer
- Experience with optimisation using modern SIMD instrument set or GPU programming is a plus
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