Location: Cary, NC
Full Time Position
Application Development: Application development teams are divisionally aligned to specific divisions within PCAM and CIB. We are structured in this way in order to provide tailored solutions to our clients. We utilize the programming languages, web and mobile computing technologies and participate in every aspect of the software development lifecycle.
Infrastructure: Infrastructure teams provide a platform of support that spans the whole bank. We build, engineer and manage the technology that underpins all operations and applications within the bank. We provide all systems and services on which the bank’s applications run.
- Quantum is an ultra low latency (ULL) trading platform which is both an algorithmic trading container and a source of market data and order execution services to many businesses, which is the fastest in the Bank.
- Quantum’s principal customers include FX, Commodities, Rates, Credit and Equities.
- Quantum team is currently focused on a top profile project for Cash Equity business to build out a new market data feeds and book building for the US and EMEA markets delivering data to SOR and other components with minimal possible latency.
- The team is looking for a highly skill C++ engineer to work on build out of new Cash Equity market data and book building solution.
The role responsibilities include:
- Coding and analysis tasks relating to ULL feed / order handlers, publishers and the framework, for several high-profile releases a year
- Taking end-to-end responsibility for particular tasks from analyzing detailed requirements with the business to design and implementation.
- Working as an integral part of small-distributed team (~10) of focused engineers. Good communication skills to work effectively with team members in NY, London and Moscow.
- Extra diligence on code quality and performance, from basics like unit testing to comprehensive performance optimization and hardware tuning.
- Ability and readiness to take non-dev work when required: requirements analysis, deployment automation, testing automation, etc.
- Minimum 3-5 years work experience as C++ developer
- Advanced knowledge of multi-threading in Linux
- Strong knowledge of networking
- Excellent analytical and problem solving skills.
- Expert in C++ 11 Must
- Experience in market data and order entry protocols: FIX, ITCH
- Experience on network protocols e.g. multicast
- Experience of a middleware messaging platform must, e.g. LBM
- Experience of low-latency programming
- B.Sc. in a technical field
- 3+ years experience
- Experience in algorithmic trading applications is a must
- Experience in market data / order entry a must
- Experience in Equity, Rates or FX products is a must
- Good communication skills, delivery oriented
- Ability to work under pressure and respond quickly to changing circumstances