Our client is a Korean Investment Bank with large global presence across several offices in the APAC region, Europe and the United States. Our client's Quantitative Development team are actively looking at expanding their arsenal hiring top experienced and capable individuals.
The key responsibilities include:
- Design and implement real-time trade execution and risk management systems with low single-digit microsecond-level deterministic latency profiles
- Develop comprehensive unit tests, functional tests, and integration tests
- Identify bottlenecks in the critical path through end-to-end system profiling
- End to end ownership of modules including requirements gathering, designing, implementing and deployment
- Research and evaluate new opportunity to cut latency's in areas such as OS, kernel, networking stack, kernel bypass, low latency system tuning, CPU architecture, robust and scalable algorithms, cache-efficient data structures
- Gather and interpret system performance (CPU/network/memory) metrics
- Understand exchange-side infra and how to optimise exchange connectivity for both market data and orders
- Apply best practices in modern system software development
- Work productively with algorithmic trading strategy developers and traders
The key requirements for the role include:
- Technical degree from a top school
- Expertise in modern C++ development (C++11 or above) including STL and Boost
- Minimum 3+ years experience in using C++ to develop Trading Systems
- Aptitude for framing and solving quantitative problems in the proper context
- Ability to autonomously evaluate competing solutions to problems and choose the best one
- Capacity to multitask and perform under pressure
- Awareness and respect for both market and operational risk
- Advanced Linux command-line and system admin knowledge
- Linux scripting language experience (bash and python)
- Fluency in English is MUST, knowledge of Korean is added Advantage
*Our client will sponsor full visa and relocation cost for any high calibre candidate