Software de‎veloper C++Вакансия в архиве

Уровень зарплаты
от 2 500 до 5 000 USD до вычета НДФЛ
Город
Москва
Требуемый опыт работы
3–6 лет

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

    • 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 optimizing slower scripts (Python) using a fast C++ to handle bottlenecks or replicating the whole logic (.mex functions, Cython, .dll)

Personal skill set 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 & modeling knowledge (Black-Scholes etc, stochastic processes modeling)

  • 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.

Вакансия доступна для соискателей с инвалидностью
Это означает готовность компании рассматривать соискателей на равных на основании деловых качеств. Соискатель оценивает самостоятельно, насколько требования вакансии сопоставимы с его индивидуальными особенностями.

Ключевые навыки

C++MATLABPython

Тип занятости

Полная занятость, удаленная работа
Дата публикации вакансии
Рекомендуем

Вакансия в архиве