C++, Algo, Low Latency, Interest Rates

My client is seeking an engineer to work on their custom synthetic spread trading platform where you'd be implementing low-latency algorithms for Interest Rate Futures and UST Bonds. The stack is primarily C++/C# in a high-frequency environment where microseconds matter. They have 2 devs looking after the C# side: they need someone to spearhead C++ Algo development.

What makes this role unique is their real-time enhancement capabilities-you'd be engineering systems that adapt to changing market conditions on-the-fly, reducing legging risk while optimizing execution. You'd work directly with traders, seeing your code's market impact in real-time.

Interview process: intro call, 90 minute onsite Q+A, Final team fit

Required skills:

- Excellent C++ Development skills

- Prior experience developing highly algorithmic systems is essential (i.e algo trading)

- Extensive experience designing and building low latency systems

- Ability to work independently as part of a small team without hand-holding

- Prior financial services experience is critical, working at either a large bank, brokerage or buyside company

Nice to have:

- Prior experience with either Rates or Fixed Income

- C# GUI

McGregor Boyall is an equal opportunity employer and do not discriminate on any grounds.