Overview
In this role you contribute to building fast, reliable software for trading and financial analytics. You collaborate with a global team to apply C++ expertise, ML familiarity, and data scripting to performance-critical systems. You’ll work on memory management, multi-threading, and optimization tasks to support high-throughput environments. The position offers exposure to quantitative finance concepts and hardware acceleration topics within a leading investment bank.
Key requirements
- 1–3 years of experience writing clean C++ with strong memory management and multi-threading
- academic or professional experience with machine learning libraries/frameworks
- interest in trading and financial markets
- ability to work in a fast-paced, globally distributed team; quick learner and curious
- understanding of performance verification and optimization tools
- CS fundamentals: OOP, data structures, algorithmic complexity
- scripting and data: Python, Perl, Shell, SQL for data analysis and prototyping
- Bachelor’s or Master’s degree in CS, Computer Engineering, Mathematics or similar highly quantitative field
- quick learner
- curious about all things
- ability to work with colleagues around the world
- C++ (modern), memory management, multi-threading
- machine learning libraries/frameworks
- Python
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