MARKET DATA FEEDS C++ DEVELOPER

MARKET DATA FEEDS C++ DEVELOPER

Description

Quantlab is a dynamic, technology-oriented firm engaged in the development and operation of electronic trading systems for its affiliated hedge fund trading and agency execution brokerage operations. Founded in 1998, Quantlab is responsible for a significant share of the daily volume traded in the U.S. and foreign equity markets. With growing operations in futures, currencies and energy, the firm represents an established presence in the high frequency electronic trading field.

Quantlab’s development team develops state-of-the-art distributed trading and support systems in C++ using Microsoft Visual Studio .Net, for handling large volumes of tick-data in real-time and routing order flow to all exchanges in the United States. To support our continued growth, we are seeking to fill a position on the Data Feeds development team.

Essential requirements of this position include:

• C++ programming in Windows with strong knowledge of STL
• Experience of programming to direct or vendor-supplied real-time market data feeds
• Software testing procedures and practices
• Excellent written and spoken communication skills
• Ability to work in a team environment

Located in Houston, Texas, Quantlab offers a competitive compensation package, including benefits, incentive bonuses and an informal, small-company work environment. Relocation assistance may be provided to suitably-qualified candidates.

If you have the qualifications and a passion for the growing electronic trading industry, please submit your cover letter and resume at the following URL address:
https://home.eease.com/recruit/?id=37025