30 billion dollar Hedge Fund that has won numerous awards is expanding its capacity within Market data and needs C++ experts that can write parsers/feed handlers for exchanges. The role will involve heavy interaction with the business so good communication skills are a must.
NB. This role will progress into Quant/Trading within a couple of years. This Hedge Fund has an outstanding track record of bringing people through this route.
The ideal C++ candidate will have good understanding of HFT style optimisations, Memory pools, not using exceptions, taking out std:string and ability to build VWAP parsers. Somebody without this current ability will get trained if they have an exceptional academic background and a love of coding. This is all on Linux so knowledge of Perl, SQL, and Python etc would be helpful. The Market Data C++ developer will get to work with a World class team of developers, good exposure to the Algorithms that the Quants build and the business.
Career progression into Quant Development and Trading happens frequently in this organisation so please apply if you would like to move your career into front office within a couple of years.