Software Engineer C++ Full Time

Responsibilities:

• Develop and implement quantitative software applications to process and analyze real-time financial market data in a high-performance computing environment
• Maintain and optimize existing software applications, and recommend and implement improvements
• Write technical specifications, project plans, and technical documentation; translate business requirements into functional specifications and project plans
• Regular communication with senior management and technical colleagues
• Processing, collecting and analyzing financial market data, including high frequency real-time pricing data and reference data
• Monitor and improve the quality of analytical data generated from our applications; develop/work with reference data team to add or modify reference data sources
• Work with product managers and business development team to write documentation, technical specifications, project plans and sales material for our data and applications

Education:  BA/BS in STEM field

Experience:

• Minimum 5 years of professional C++ related experience required.  Financial markets experience a plus (market data, reference data, risk).
• STEM background with an interest in financial markets, derivatives pricing, quantitative modeling, and risk analytics.
• Must have strong programming skills in C++; functional programming skills in Java and SQL; and working knowledge of R, Python/NumPy, MatLab, or similar language for working with data and performing scientific computing.  Programming in CUDA is a plus.
• Strong ability to work within a global team, prioritize tasks, and meet deadlines

Specific Skills:

• Must have proven ability to perform low level profiling and C++ application optimization.  Specific financial industry related experience is a plus: i/o throughput optimization, memory efficiency, complex multi-threading.
• Demonstrate ability to work as a self-starter requiring limited supervision; take ownership of projects from start to finish from requirements and specifications to QA testing, documentation and production release
• Ability to multi-task, prioritize and manage time effectively in a deadline driven environment
• Flexibility to fit into a small organization, strong interpersonal and team skills are a must

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Rate/Salary: