QUALIFICATIONS:

Bachelor’s degree or higher in Computer Science, Engineering, Mathematics, or a related quantitative field.
Strong C++ programming skills with extensive experience in high-performance computing.
Previous experience working in HFT environments at other hedge funds.
Proven track record in competitive programming or international competitions (CMO, IMO, IPHO, IOI) with gold/silver medals.
In-depth understanding of market microstructure and trading mechanics.
Familiarity with multi-threading, concurrency, and real-time systems.
Strong problem-solving skills and the ability to work in a fast-paced, dynamic environment.
Excellent communication skills and the ability to work collaboratively in a team setting.
Proficiency in other programming languages such as Python or Java is a plus

Develop and optimize high-frequency trading systems using C++.
Implement and maintain low-latency trading algorithms and strategies.
Collaborate with quantitative researchers to integrate trading models and strategies.
Enhance the performance and efficiency of existing trading systems.
Conduct code reviews and ensure adherence to best practices in software development.
Troubleshoot and resolve issues related to trading systems and infrastructure.
Contribute to the continuous improvement of the trading platform and tools.