C++ Engineer - Options Delta Trading (ODT)

    • Fourier Ltd
  • Posted 23 days ago | Updated 23 days ago

Overview

On Site
Full Time

Skills

C++
Market analysis
Decision-making
Quantitative research
Socket programming
Signal processing
Trading
Management
Acquisition
Pricing
Sockets
Multicast
TCP
Collaboration
Quantitative Analysis
Data
Strategy
Optimization
Computer networking
Research and development
Messaging
Operations
IMPACT

Job Details

About the Role:

As a key member of the ODT team, you will:
  • Manage all aspects of delta trading strategies, including low latency market data acquisition, pricing, and execution models.
  • Utilize cutting-edge technologies such as modern C++ (20), low-level socket implementations, EFVI, and kernel bypass (multicast and TCP).
  • Integrate with internal and external systems requiring various message formats and protocols.
  • Collaborate with quant researchers to drive data-driven decision making and strategy optimization.
  • Internalize delta flow from option desks and manage this risk at exchanges and other venues based on quantitative research.

Key Responsibilities:
  • Develop and maintain low latency market data acquisition systems.
  • Implement and refine pricing and execution models.
  • Optimize electronic execution tailored to specific strategies and venues.
  • Ensure seamless integration with diverse internal and external systems.

Qualifications and Qualities:
  • Proficiency in modern C++ (20) and low-level socket programming.
  • Experience with EFVI and kernel bypass (multicast and TCP).
  • Strong background in networking, signal processing, distributed systems, 3rd party integrations, and messaging.
  • Ability to work effectively on complex systems and add new features as required.

What We Offer:
  • A dynamic and challenging work environment at the core of trading operations.
  • Opportunities to work on high-impact projects with cutting-edge technology.
  • Competitive compensation package, including a competitive salary and comprehensive benefits.

If you are passionate about leveraging technology to drive trading strategies and are excited by the prospect of working in a fast-paced, innovative environment, apply now for immediate consideration.