| Job Requirements |
$100-140K
Key skills: C++, STL, Boost, ACE, Linux, UNIX, Python, Perl or Ruby, OO
Looking for a software developer to work on current and next generation market data systems that drive trading operations. This is a high profile team responsible for defining, building and improving high-volume, low-latency market data infrastructure.
Team culture is built around individual empowerment and collaborative work. The work style leans toward agile methods. If you are passionate about developing great market data software and practical about how you approach it, this could be a fantastic opportunity for you.
Responsibilities:
- Work directly with application development teams and traders to define, design and deliver low-latency, high availability market data systems.
- As a member of the team, collaboratively design and implement market data solutions: real-time feeds, distribution systems, monitoring solutions, price calculation infrastructure, and data capture.
- Partner with QA and support teams to ensure that the software delivered is high quality and easy to manage in a production environment.
Qualifications:
- Direct experience writing high-performance feed handlers to options exchanges (ISE, CBOE, CME, etc.).
- Expert-level C++ development skills including experience with STL, BOOST and ACE.
- Experience developing in a Linux or UNIX environment.
- Excellent communication skills. Willing to put ideas out in the open without fear of being wrong, and to stand up for ideas you believe in. Open debate and discussion is strongly encouraged on the team.
- Strong analytic and design capabilities. Ability to think about and decompose a problem into simpler parts. Demonstrated preference for simple, cohesive, decoupled, and practical solutions. -Demonstrated expertise with OO concepts and patterns.
- Experience working with Wombat Financial Software is desired.
- Exposure to relational and time series database technology is also desired.
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