Developer_Algo Strategy_Technology

Job Title: Quantitative Algorithmic Strategy & Full-Stack Development
Location: On-site (100􀯗% office) – no remote work
About the Team
Our Institutional Trading Team builds high-performance, low-latency algorithmic trading systems
that drive the firm’s execution strategies. We partner closely with front office institutional traders
and vendor product owners to design, develop and continuously improve trading models, risk
controls and order execution engines.
Key Responsibilities
Category What You’ll Do
Strategy
Development
• Design, implement and back-test new algorithmic trading strategies in C++
Backend
Engineering
• Build and maintain the core trading engine, order and execution management
engine
• Optimize latency through low-level system tuning, multi-threading and
network programming (TCP/IP).
Frontend &
Platform
Integration
• Develop and extend the .NET (C#) front-end that provides traders with
real-time dashboards, strategy monitoring and configuration tools.
Deployment &
Operations
• Own the continuous-integration/continuous-deployment pipeline; manage
production releases, roll-backs and hot-fixes.
• Monitor live system performance, troubleshoot incidents in real-time, and
implement automated alerting.
Quality & Best
Practices
• Conduct code reviews, enforce coding standards and maintain unit/integration
test coverage.
Stakeholder
Collaboration
• Communicate complex technical concepts to traders, risk managers and senior
management.
• Prioritize feature requests and translate them into clear technical
specifications.
Minimum Qualifications
Requirement Details
Education Bachelor’s degree in Computer Science.
Experience • 4–6􀯗years in software development, with minimum 2+􀯗years in a financial
institution or trading firm developing Quant Algo Trading Strategies.
• Proven track record building high-frequency, low-latency systems (HFT) or
algorithmic trading platforms.
Programming •C++– advanced (OOP, templates, memory management, concurrency).
•C# / .NET– solid experience building responsive client applications.
•Python– basic to intermediate for prototyping and data analysis. <Good to
have>
Systems & Tools
• Linux/Unix proficiency
• Experience with GDB, Valgrind, profilers (perf, Intel VTune) <Good to have>
• Jira, Git, CI/CD tools.
Domain
Knowledge
• Deep understanding of financial markets, instruments and algorithmic
strategies.
• Familiarity with FIX and other market-data protocols is a plus.
Soft Skills • Strong analytical, problem-solving and debugging skills.
• Excellent communication; comfortable explaining trade-off decisions to both
technical and non-technical stakeholders.
Leadership • Ownership mindset: take responsibility for end-to-end delivery, from design
to production.
Desired Attributes
 Experience designing and deploying low-latency and high-frequency trading platforms.
 Familiarity with real-time risk management and trade-management systems.
 Passion for continuous learning and staying ahead of emerging trading technologies.
 Ability to thrive in a high-pressure, fast-paced environment while maintaining clarity in
communication.
If you are an algorithmic strategy developer who also thrives building production-grade C++
back-ends and .NET front-ends, we’d love to hear from you.