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QUANTEAM North America: C++ Developer -Trading

QUANTEAM North America

This is a Full-time position in Montreal, QC posted April 7, 2021.

Our client is seeking a strong C++ low latency developer to expand their highly successful, fully automated computerized trading franchise across asset classes.This is a hands-on position for the full development cycle, from requirements collection to final deployment and includes ongoing support for internal users.

The successful candidate will work with an existing team of highly technical engineers to extend the functionality and performance of company’s sophisticated trading system that manages significant amounts of firms trading flow.

This is a unique opportunity for a Software Developer to become a key contributor and work side by side with this firm’s highly talented team of software engineers, quantitative strategists, and traders on cutting-edge technology and sophisticated quantitative strategies.MAIN ACCOUNTABILITIES
·Design, develop and implement cutting edge market connectivity system
·Sitting alongside algo developers and traders to communicate varying needs
·Ensure order management is consistent with best execution practices
·Continuously work with colleagues and business leaders to advance each other’s skillsREQUIRED SKILLSCurrent experience with C/C++, including familiarity with C++17 and templatesLow latency coding, performance tuning, and debuggingFIX & Binary Connectivity Protocols
·Proficiency in network protocols such as TCP & multicast
·FPGA experience a plus in terms of low-level understanding of how sockets work.
·Experience with Market Data feed handlers, Client and Market Connectivity products
·Knowledge of investment management operations and trading execution solutions
·Experience developing on Linux
·Python scripting experience (or equivalent)
·Strong communication skills a mustPreferred Qualifications:Advanced degree in Mathematics or Computer Science (BSc/Master degree)Team Player capable of developing industrial-strength software componentsGood experience analyzing and structuring large data sets.Knowledge of trading and market microstructure