Job Description

Company Overview:

Join a leading quantitative trading firm at the forefront of financial innovation. We apply cutting-edge technology and data science to drive market insights and trading strategies. As they continue to expand the tech-driven approach, we're looking for talented engineers with a background in file systems and storage platforms to help optimize and enhance our performance.

Role Overview:

As a C++ Engineer focused on File Systems and Storage Platforms, you will play a pivotal role in ensuring the reliability, scalability, and performance of our data infrastructure. You will be involved in architecting and developing highly efficient systems that handle large-scale, low-latency storage and data access, a key component in the high-frequency trading environment.

You will leverage your experience with C++ to design and optimize storage solutions, with a particular focus on managing real-time data feeds, distributed file systems, and high-performance computing environments. This is a fantastic opportunity for C++ engineers who want to break into the finance space, working with some of the brightest minds in quantitative trading.

Responsibilities:

• Develop and optimize C++ code to enhance the performance, reliability, and scalability of our file systems and storage platforms.
• Design and implement high-performance, low-latency storage solutions that handle large volumes of financial data.
• Work closely with trading and quantitative research teams to build solutions that support fast and efficient data access, retrieval, and processing.
• Implement real-time data feeds handling, ensuring that incoming market data is stored, indexed, and made available with minimal delay.
• Build and maintain distributed file systems and storage systems optimized for high-frequency trading environments.
• Write clean, efficient, and maintainable C++ code while adhering to industry best practices and performance benchmarks.
• Troubleshoot and optimize complex system performance bottlenecks, ensuring ultra-low latency and fault tolerance.
• Collaborate with cross-functional teams to design solutions for scaling systems and handling large-scale data workflows.

Key Qualifications:

• Bachelor’s degree in Computer Science, Engineering, or related field.
• Extensive experience in C++ programming, with deep knowledge of advanced concepts (e.g., memory management, multithreading, low-level optimization).
• Strong background in file systems, storage platforms, and distributed systems.
• Proven experience working with high-performance computing environments, ideally involving real-time data storage and access.
• Experience with storage technologies such as databases, file systems (e.g., NFS, HDFS), and distributed storage frameworks.
• Knowledge of tools for performance profiling, benchmarking, and optimizing large-scale systems.
• Familiarity with modern C++ (C++11 and beyond) and associated libraries.
• Passion for financial markets and a desire to apply engineering skills to solve complex problems in quantitative trading.

Preferred Qualifications:

• Experience working in or exposure to the financial services industry, particularly quantitative trading.
• Familiarity with high-frequency trading (HFT) systems and their associated challenges.
• Knowledge of multi-threading and concurrent programming, especially in a low-latency environment.
• Experience with cloud-based infrastructure or distributed systems frameworks.

How to Apply:

• Interested applicants are encouraged to submit their resume, highlighting relevant technical experience in C++ and storage platforms, as well as any personal projects or contributions to open-source technologies.

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