Responsibilities
• Continuously improve the design and performance of our automated trading system, including exchange connectivity, derivatives pricing model, order and risk management system.
• Implementing trading strategies which are highly adjustable in live trading and easy to integrate with backtesting system.
• Work closely with other teams to automate trading/reconcile/analytics workflow.
• Provide technical support for trading system
Requirements
• 5+ years of working experience with C++.
• Thorough understanding of C++ memory model, concurrency, meta-programming and best practices.
• Experience with network programming using TCP, Websocket
• Experience with Boost, ZeroMQ, MongoDB, Protobuffer
• Experience with optimisation using modern SIMD instrument set or GPU programming is a plus
#LI-AT1
#LI-Hybrid
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