The primary focus of this role is to design, build, and maintain efficient, reusable, and reliable C++ code, to ensure modules run as efficiently as possible.

Responsibilities

• Develop software that is highly optimized for speed, using customized algorithms.
• Expose yourself to large amounts of data for complex analytical problems in a fast-paced agile development environment.
• Must have worked on at least 1 full life cycle implementations and must have strong knowledge of financial Derivative products.

Technical Skills

• 1 year experience with low latency programming.
• Experience of C++ 11,14,17
• Strong knowledge of Multithreading, STL, Data Structure & Socket Programming TCP/IP
• Understanding of dynamic polymorphism and C++ specific notions.
• Solid knowledge of memory management in non-garbage collected environments.
• Familiarity with code versioning tools such as Git, SVN and Mercurial.
• Knowledge of continued integration.
• Knowledge of Big Data / Boost / Python is an add-on.

Quantizer Research was founded in 2019 with a vision to become a leading Quant Trading and HFT firm in India. We provide developed systems and tools to access market data, run trading simulations, real-time trade support, risk management, and post-trade services. Our tech team thrives in identifying profitable opportunities, brainstorming mathematical and performance matrices, and cracking the code to seize the edge. Through these years, we have developed a state-of-the-art HFT platform with the industry's lowest latency. Currently, our portfolio of HFT products includes an arbitrage trading platform, an ultra-low latency C++ API for automated trading, and an advanced options trading platform that is again cutting edge in terms of features and latency.