C++, Algo, Low Latency, Interest Rates
My client is seeking an engineer to work on their custom synthetic spread trading platform where you'd be implementing low-latency algorithms for Interest Rate Futures and UST Bonds. The stack is primarily C++/C# in a high-frequency environment where microseconds matter. They have 2 devs looking after the C# side: they need someone to spearhead C++ Algo development.
What makes this role unique is their real-time enhancement capabilities-you'd be engineering systems that adapt to changing market conditions on-the-fly, reducing legging risk while optimizing execution. You'd work directly with traders, seeing your code's market impact in real-time.
Interview process: intro call, 90 minute onsite Q+A, Final team fit
Required skills:
- Excellent C++ Development skills
- Prior experience developing highly algorithmic systems is essential (i.e algo trading)
- Extensive experience designing and building low latency systems
- Ability to work independently as part of a small team without hand-holding
- Prior financial services experience is critical, working at either a large bank, brokerage or buyside company
Nice to have:
- Prior experience with either Rates or Fixed Income
- C# GUI
McGregor Boyall is an equal opportunity employer and do not discriminate on any grounds.
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