Quantitative Algorithmic Software
Need a quantitative algorithmic software engineer with extensive hands-on experience in designing, developing and implementing traditional, high (hft) and ultra high-frequency (uhft) trading systems, low-latency infrastructure and quantitative predictive (kalman, upf/smc, ctmc, hmm, etc. ) algorithmic strategies (marketmaking/markettaking, statistical arbitrage) and models across asset classes (equities, equities derivatives, interest rate derivatives, fixed income, energy, and fx) including ultra low latency order matching/crossing engines, algo-driven smart order routing (sor), market simulators, and high-speed messaging with direct market access (dma). Extensive hands-on experience building messaging interfaces and feed handlers including fix, itch, ouch, mamda, arca. Etc. Demonstrated experience with full life-cycle strategy creation from research, through factor analysis, real-time statistical analysis of market data, modeling of intraday price changes, and strategy formulation, to development, back testing, pricing and valuation, forward testing, and production. Extensive experience developing multi-tier trading system ultra-low latency architecture (linux, c/c++, stl, boost, quantlib, hard real-time linux, rtos, gpu/npu, fpga/vhdl, 10+ge, gpu, quantlib, r, # . Net, java, cep, sql etc. ) and infrastructure including extensive hands-on experience in architecting and developing relative value, momentum, and high-frequency equities, fx, ird, option/futures market simulators, arbitrage models, and trading systems.
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