C++, Algo, Low Latency, Interest Rates

My client is seeking an engineer to work on their custom synthetic spread trading platform where you'd be implementing low-latency algorithms for Interest Rate Futures and UST Bonds. The stack is primarily C++/C# in a high-frequency environment where microseconds matter. They have 2 devs looking after the C# side: they need someone to spearhead C++ Algo development.

What makes this role unique is their real-time enhancement capabilities-you'd be engineering systems that adapt to changing market conditions on-the-fly, reducing legging risk while optimizing execution. You'd work directly with traders, seeing your code's market impact in real-time.

Interview process: intro call, 90 minute onsite Q+A, Final team fit

Required Skills

• Excellent C++ Development skills
• Prior experience developing highly algorithmic systems is essential (i.e algo trading)
• Extensive experience designing and building low latency systems
• Ability to work independently as part of a small team without hand-holding
• Prior financial services experience is critical, working at either a large bank, brokerage or buyside company
  
  

Nice To Have

• Prior experience with either Rates or Fixed Income
• C# GUI
  
  

McGregor Boyall is an equal opportunity employer and do not discriminate on any grounds.