c/c++ developer in high-frequency trading

The firm operates in high-frequency trading and develops innovative strategies and technology to make markets more liquid and efficient. It has been in business for seven years, has traded over 700bn+ USD, and has a 52-person team.

• Work directly with senior traders and quant researchers to translate models into production-ready C++ code;
• Design and implement new trading strategies with ultra-low latency in mind;
• Maintain and improve live strategies through refactoring, profiling, and optimization;
• Own latency-critical components and reduce tick-to-trade times across the stack;
• Shorten the idea-to-production cycle by building cleaner handoffs between research and engineering.

• Extensive experience with modern C++ (17/20) in high-load, latency-sensitive systems;
• Background in high-frequency trading, with an understanding of trading strategies and financial markets;
• Solid grounding in financial mathematics, statistics, algorithms, and data structures;
• Experience with multithreading and concurrency, including lock-free data structures;
• Degree in a quantitative field: Computer Science, Mathematics, Physics, or Engineering;
• Experience with monitoring stacks: Prometheus, Grafana;
• Advanced level of English;
• Nice to have: Python and Bash for automation, tooling, and diagnostics, strategy visualization tools for live P&L, latency, and behavior analysis, networking protocols including TCP/UDP, Multicast, and FIX, AWS or other cloud platforms for backtesting and research tasks.

• Remote with flexible hours, or Dubai with full relocation support;
• Annual performance bonus;
• Retention bonus;
• Corporate workations in unusual locations twice a year.