C ++ developer (mathematics, research) МСК удаленка

We are looking for a high-level C ++ developer!

Requirements:
3-10 years C++, Python, Knowledge of low level concepts and memory layouts, Networking (TCP, UDP, HTTP), Linux systems, Git
Degree in science, maths or computing discipline. Reasonable written skills in English
Experience in financial sector a benefit but not a requirement.

Team:
C++ specialist (1-2), data scientist, a few others involved in a consulting role. And 1 more person working full time on this in a coordinating capacity.

We have some prototype work completed (mostly in Python). What concrete challenges will be issued for specialists?

1. Building of a trading infrastructure that can connect to several trading partners, to collect and store data, execute and monitor trading strategies. Challenges: real time data processing (concurrency), storage of significant amounts of data, error/exception management, secure credential management.

2. Analysing the collected data for patterns and develop successful trading strategies. Challenges: Data cleanup, statistics/ML on data with high noise ratio, creativity.

The C ++ specialist in collaboration with data specialist will focus on both respectively, but will need to collaborate to create a suitable analysis infrastructure (database, notebooks, etc.) The prototype work completed, there is no legacy codebase. Thus, the developers can help to select the full tech stack and choose the tools they’re most productive in, including C++14 and Python. We will have common tools such as deployment environment (Linux), source control management (git), etc., but the developer is free to choose their own tools/machine/editor/IDE/etc.

We aim to be dedicated and productive, but flexible. Important is work output, not presence in the office. Some great programmers work at night - no problem. However, at least at the beginning the team will need to work together in the office, for easier interaction and collaboration, until a common understanding and productive work pattern is established.

Коротко на русском. Опыт именно в HFT не нужен совсем (есть - есть, но если нет может и лучше, главное сильные скиллсы в математике (МГУ, Физтех, МИФИ), алгоритмы, опыт разработок каким-то боком связанных со скоростными вычислениями (или вроде того), "страсть к исследовательской работе", уровень senior по плюсам, хорошо бы Python, MATLAB. Есть прототип на Python, нужно разработать платформу для высокоскоростной агрегации, фильтрации и интеграции данных и т.д. Будет 1-2 разработчика в команде и data специалист.

Location: Moscow Smolenskaya, белая з/п (в районе 200-250к чистыми), официальное оформление, ТК РФ, удаленная работа с периодическими выездами в офис для жителей Москвы и ближайшего окружения после испытательного срока.

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Svetlana Skorikova
Leading Specialist Recruitment
e-mail skorikova.sv@gmail.com
8 (985) 6447813 (via phone call, watsapp, viber)
8 (929) 6193605 (via phone call)