Quant Developer - High Performance Software Engineering

Squarepoint Capital; Paris; Sur place; EUR 60 000 - 110 000; Plein temps

Résumé du poste

An established industry player seeks a talented software developer to enhance trading infrastructure and support quant researchers. In this dynamic role, you will work closely with teams to implement high-performance trading strategies and tools, utilizing your programming expertise in C++ and Linux. The ideal candidate will thrive in a fast-paced environment, balancing tactical execution with strategic initiatives. Join a collaborative team where your contributions will directly impact trading success and innovation. If you are passionate about technology and eager to push boundaries, this opportunity is perfect for you.

Qualifications

• 3+ years programming experience under Linux, with at least 1 year in C++.
• Experience in high-performance mission-critical systems and trading environments.

Responsabilités

• Develop and maintain high-performance trading and signals logics.
• Assist quantitative researchers with technical aspects of trading strategies.

Connaissances

C++

Linux

Quantitative Analysis

Communication Skills

Problem Solving

Attention to Detail

Formation

Degree in Engineering

Degree in Computer Science

Masters or higher

Outils

Python

Q / kdb+

SVN

GIT

JIRA

Description du poste

• Help research and implement strategies & signals logics, backtesting and simulation, libraries, and processing frameworks.
• Develop tooling to analyze large data sets using advanced statistical methods to identify trading opportunities and to monitor impact of changes over time.
• Develop detailed understanding of the principals of markets operation and structure to effectively utilize domain knowledge in software design and development.

As a member of a collaborative team, develop and maintain critical high-performance trading and signals logics and supporting infrastructure. Work side-by-side with quant researchers and traders, assisting in the implementation of trading strategies and research projects. Collaborate with technology teams providing strategy & signals containers, as well as integration with general Squarepoint infrastructure. The candidate must be comfortable working in a fast-paced dynamic environment and be able to balance rapid tactical delivery with long-term strategic work. The job involves driving cross-team initiatives and daily interaction with quant researchers and traders; thus, good communication skills are a must. The candidate must have a strong work ethic, be enthusiastic to work on the bleeding edge of technology, and have the drive to push through complex initiatives. Attention to detail and defensive programming experience are essential.

• Long-term design improvement and maximization of code reuse.
• Assist quantitative researchers with technical aspects of trading strategies and signals, as well as other R&D work.
• Contribute to strategic design and roadmap for high-performance trading infrastructure.
• Production support, primarily in L2 capacity; L1 support when working on specific strategy roll-out projects.
• Work closely with other teams (feed handlers, order gateways, reference data) driving cross-team initiatives, including comprehensive latency monitoring, new markets and products rollouts, and others.

Required Qualifications:

• Degree in Engineering, Computer Science or related subject; Masters or higher a plus.
• 3+ years strong programming experience under Linux, at least 1 year in C++.
• 2+ years’ experience working on high-performance mission-critical systems.
• A team player with good communication skills and a preference for compromise.
• Ability to balance tactical work with pursuing long-term strategic objectives.
• 2+ years experience working in trading floor environment, implementing fully automated trading strategies (execution or prop trading).
• Experience in effective collaboration with quant researchers and traders, responsible for trading model design and operation; proven ability to convert abstract requirements into concrete trading implementations and algorithms, troubleshoot trading algorithm and systems issues across large complex distributed systems.
• Ability to debug complex issues under Linux (memory corruption & leaks, buffer overflows, etc). Experience developing market simulators is a strong plus.
• Familiarity with basics of listed capital markets and market microstructure (esp. equities and futures); advanced understanding is a strong plus.
• Basic statistics; advanced quantitative skills a plus, but not required.
• Must be able to work well under pressure and tight deadlines.
• Effective and professional communicator.

Nice to have:

• Modern OO design and software engineering paradigms, especially rapid prototyping and fast iterative release cycle (RAD).
• Experience working on a global team.
• Python, Q / kdb+.
• Testing methodologies (unit tests, regression tests).
• Dev workflow – SVN, GIT, JIRA, Code Reviews, etc.
• Grid & cluster tools (especially SLURM).