Join a leading quantitative trading firm at the forefront of financial innovation. We apply cutting-edge technology and data science to drive market insights and trading strategies. As they continue to expand the tech-driven approach, we're looking for talented engineers with a background in file systems and storage platforms to help optimize and enhance our performance.
Role Overview:
As a C++ Engineer focused on File Systems and Storage Platforms, you will play a pivotal role in ensuring the reliability, scalability, and performance of our data infrastructure. You will be involved in architecting and developing highly efficient systems that handle large-scale, low-latency storage and data access, a key component in the high-frequency trading environment.
You will leverage your experience with C++ to design and optimize storage solutions, with a particular focus on managing real-time data feeds, distributed file systems, and high-performance computing environments. This is a fantastic opportunity for C++ engineers who want to break into the finance space, working with some of the brightest minds in quantitative trading.
Responsibilities:
Develop and optimize C++ code to enhance the performance, reliability, and scalability of our file systems and storage platforms.
Design and implement high-performance, low-latency storage solutions that handle large volumes of financial data.
Work closely with trading and quantitative research teams to build solutions that support fast and efficient data access, retrieval, and processing.
Implement real-time data feeds handling, ensuring that incoming market data is stored, indexed, and made available with minimal delay.
Build and maintain distributed file systems and storage systems optimized for high-frequency trading environments.
Write clean, efficient, and maintainable C++ code while adhering to industry best practices and performance benchmarks.
Troubleshoot and optimize complex system performance bottlenecks, ensuring ultra-low latency and fault tolerance.
Collaborate with cross-functional teams to design solutions for scaling systems and handling large-scale data workflows.
Key Qualifications:
Bachelor's degree in Computer Science, Engineering, or related field.
Extensive experience in C++ programming, with deep knowledge of advanced concepts (e.g., memory management, multithreading, low-level optimization).
Strong background in file systems, storage platforms, and distributed systems.
Proven experience working with high-performance computing environments, ideally involving real-time data storage and access.
Experience with storage technologies such as databases, file systems (e.g., NFS, HDFS), and distributed storage frameworks.
Knowledge of tools for performance profiling, benchmarking, and optimizing large-scale systems.
Familiarity with modern C++ (C++11 and beyond) and associated libraries.
Passion for financial markets and a desire to apply engineering skills to solve complex problems in quantitative trading.
Preferred Qualifications:
Experience working in or exposure to the financial services industry, particularly quantitative trading.
Familiarity with high-frequency trading (HFT) systems and their associated challenges.
Knowledge of multi-threading and concurrent programming, especially in a low-latency environment.
Experience with cloud-based infrastructure or distributed systems frameworks.
How to Apply:
Interested applicants are encouraged to submit their resume, highlighting relevant technical experience in C++ and storage platforms, as well as any personal projects or contributions to open-source technologies.