- Write correct and paranoid code. Our code plays with real money, and testing only goes so far. Quality over quantity.
- Have strong Computer Science fundamentals. Your undergraduate algorithms class should have been one of your easiest.
- Be interested in how financial markets work, though we don't require any experience or specific knowledge of finance.
- Show initiative. You will be expected to identify problems and new opportunities, propose solutions, and then implement them.
- Understand low-level systems details. We use Linux, and we try to get the most out of our machines. If you know what context switch latency is and why we might care, great!
- Hate C++ with the kind of passion you can only develop by using it. All of our performance-critical code is in C++ (with a little C++11 thrown in for good measure), and we even use templates. GC latency is bad.
- Be comfortable with networking. Our sockets code is reasonably mature, but still...
- Not be afraid of multithreading. We try to keep our threads under control, but sometimes we need to deal with locking, atomic operations, etc.
- Know both a compiled and a scripting language, and when to use which. We use C++ and Python.
- Have experience collecting, managing and analyzing large amounts of data (especially time series data). Our analysis tools drive our strategy improvements.
- Know how to derive a formula for pricing a new derivative.
- Have experience designing and implementing trading strategies.
- Be able to design an effective test to decide whether a change in strategy actually increased profits or whether we were just fooled by randomness.
- Proactively leverage best-of-breed metrics to facilitate paradigm-shifting deliverables.
- Be good at web design (it's one of our core incompetencies).
We're far too small for someone to work exclusively on infrastructure or on strategy. Any candidate needs to be at least interested in financial markets and to be able to implement their strategies carefully in C++.
If you think you might be a good fit and you would enjoy working with us, drop us a line. You can reach us at firstname.lastname@example.org.