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C++ applicaitons developer- IT Rates market making
Ref No.: 12-00150
Location: New York, New York
Position Type:Direct Placement
Start Date: 07/12/2012
Prestigious Investment firm has a need for a Senior C++ Developer for the Rates Market Making Machines and Models (M4) team. You will be working directly with traders, quants and other developers to define, implement, test, monitor and improve our trading systems and development tools.  Your focus will be on our internal and external market making with an emphasis on performance and low latency. You will have an emphasis on implementing scalable solutions that take full use of multiple core hardware.
-              Market making includes
o             External market making to ECN with Central Limit Order Books like Brokertec, eSpeed and the CME
o             Internal market making to our clients and trading desks inside the bank
o             Developing to the microstructure of interest rate products (e.g. on the run Cash treasury bonds, treasury futures, Eurodollars)
o             Designing for low latency including measurement and reporting; techniques to reduce latency
o             Experience with working with a mature codebase; making enhancements to our internal exchange
Technical Goals
Technology is the core of client's business, and to successfully achieve their business goals. They will need to maintain a technology framework and Agile development process that:
-              Enables traders and quants to build, test and deploy signals and strategies without significant impact on each other or the core.
-              Emphasizes testing, software quality and scalability.
-              Supports rapid, but sustainable and predictable, feature development.
-              Leverages both internal and external 3rd party software products as appropriate.
The ideal candidate for this role has the following experience:
- Seasoned C++ developer (4 years minimum) in financial software development
- Use of performance tuning applications e.g. VTune, Valgrind, Purifyplus, gprof, Red Gate)
- Experience with high performance messaging solutions (IUM/LBM, ZeroMQ, Tibco RV/FTL, open source solutions)
- Solid understanding of advanced software engineering principles
- Front-office trading system development (trading/business logic)
- Agile development methodologies, such as Extreme Programming or Scrum
- Commercial development experience in JAVA or C#
In addition, any experience with the following would be a plus:
- Commercial development experience in Scala including performance tuning
- Experience with electronic market making or algorithmic trading