• Learn and internalize the theories behind current trading system.
• Participate in the design, architecture and implementation of next generation software.
• Take ownership of system from design through implementation.

Key Skills / Attributes:
• Exceptionally proficient in C++ (Python & Java a plus)
• Familiarity with Linux environments (Windows a plus)
• Familiarity with Options/Exchange Trading technologies will greatly differentiate candidate.
• Experience with hardware &/or real-time systems a plus
• Focus on performance of applications under high load
Experience in creating/supporting cross-platform multithreaded applications

Job Requirements:
• Three or more years experience as an exceptional developer
• High level knowledge & competencies in one or more of the following areas:
• TCP stack optimization
• multi-core 1 machine parallelism
• low level performance / cache optimization / profiling

The individual will be working as a member of a team to help architect and develop next generation trading applications. Additional responsibilities will include architecting and developing key core libraries and services which will provide junior developers the building blocks necessary to develop complex business applications. Guiding and mentoring other developers as the company transitions to new technologies will also be required.
The individual should feel comfortable with researching technical solutions to difficult business problems and presenting a summary of the solution to other developers.
Experience and qualifications:
• 3+ years of experience in the financial sector. Experience with fixed income securities is a plus.
• 5+ years of Win32 programming experience with expert knowledge of Win32 system programming, including some and/or all of the following subsystems of the Windows OS, network services (Winsock), file i/o, security, processes and threads, synchronization, registry, 32-bit to 64-bit conversion issues, etc… Knowledge should be recent, up to and including Windows 2008 Server.
• 5+ years of C++ programming experience with expert knowledge of C++ – the language, Standard Template Library (containers, iterators, algorithms), streams, common idioms, and various Boost libraries.
• 5+ years of experience creating server side applications – Windows services.
• Some experience writing client side Windows applications and GUI portions of the Win32 API. At least intermediate knowledge of MFC is also required.
• Excellent problem solving skills, especially in coming up with good architectural/algorithmic solutions to various business, operations and support problems.
• Experience developing distributed multi-threaded applications, messaging via middleware, making architectural design decisions with regard to deployment and collocation, dealing with transactional integrity and error recovery are all necessary for a fitting candidate.
• Familiarity with Linux system calls and/or POSIX is a plus, as is experience converting Linux applications to Windows.
• Good knowledge of computer hardware (CPU, cache, memory), hard drives, and network equipment with regard to their impact on the performance of parallel/distributed applications. Some knowledge of queuing theory is also a plus.

Your main responsibilities will be finishing the features set on existing code base followed by architecture design and implementation of new HF trading system.

Additional requirements that the candidate must have are:

• Need strong C++/STL, C#/.NET/WPF, ASP.NET
• Apache and/or IIS application development and server admin
• Python or Perl scripting
• Multi-threaded code
• Managed C++ is a plus
• Networking, Multicast Protocols
• GUI architecture
• Trading GUI experience a plus
• Some Linux or Cygwin

Conduct research for modeling and forecasting financial data in order to build high frequency trading models and develop new trading strategies.
• Working knowledge of forecasting and data mining techniques, such as linear and non-linear regression analysis, neural networks or support vector machines
• Strong programming and development skills in C++ in a Linux environment
• 5 + years experience developing statistical models in a trading environment
• Strong familiarity with R, Matlab or S-plus
• Experience working with large datasets of historical price data
• PhD in Statistics, Electrical Engineering, Physics, Math or Economics strongly preferred