• Design, develop, and maintain high-performance backtesting and execution engines.

• Collaborate with quantitative researchers to implement and optimize trading strategies.

• Integrate APIs (FIX, REST, WebSocket) for data acquisition and trade execution.

• Ensure the robustness, scalability, and efficiency of trading systems.

• Conduct code reviews and ensure adherence to best practices and coding standards.

• Troubleshoot and resolve issues related to performance and functionality.

• Stay up-to-date with the latest technological advancements in trading systems and execution algorithms.

• Contribute to the development of tools and libraries to support research and trading activities.

• Bachelor’s or Master’s degree in Computer Science, Engineering, Mathematics, or a related field.

• Proven experience in building execution systems and trading infrastructure.

• Proficiency in C++ or Rust, with a solid understanding of Python.

• Strong knowledge of APIs (FIX, REST, WebSocket) and their integration.

• Experience with multi-threaded and low-latency system design.

• Familiarity with financial markets, trading systems, and quantitative strategies.

• Strong problem-solving skills and attention to detail.

• Excellent communication and collaboration skills.

• Experience with high-frequency trading systems.

• Knowledge of other programming languages (e.g., Java, C#).

• Familiarity with cloud-based infrastructure and services.

• Experience with containerization technologies (e.g., Docker, Kubernetes).

• Understanding of data structures, algorithms, and optimization techniques.

• Certification in Quantitative Finance or related fields.