Algo trading automaton and market data - C++ Software Developer
Paris, 75, FR
ABOUT CFM
Founded in 1991, we are a global quantitative and systematic asset management firm applying a scientific approach to finance to develop alternative investment strategies that create value for our clients.
We value innovation, dedication, collaboration, and the ability to make an impact. Together, we create a stimulating environment for talented and passionate experts in research, technology, and business to explore new ideas and challenge existing assumptions.
ABOUT THE ROLE
The Team
In close collaboration with the quantitative execution research team, the Trading Core & Model Technology team is responsible for maintaining and developing a C++/Python stack dedicated to execution trading strategies.
Mostly C++ applications:
- Feed handlers to distribute real-time, low-latency market data to automatons.
- Execution libraries used by tick-by-tick algo trading automatons.
- Indicators used for execution signals.
Python/C++ applications:
- A machine learning pipeline used for execution strategies.
- Data collection for the calculation and distribution of execution cost analysis metrics.
- Analytical reports for execution research and compliance.
The team is also responsible for optimizing the tick to trade latency: from real-time market data reception to order sending.
Key Responsibilities
CFM is looking for an experienced and talented Software Developer to design, develop and maintain TCM team’s real-time C++ trading technology stack.
The Mission:
As a Software Developer, you will be responsible for developing this C++ real-time trading stack composed of an execution library and feed handlers:
- Develop new features within this stack.
- Improve and optimize it.
- Perform maintenance, bug fixes and level 2 support.
Software Development:
- Gather requirements and propose solutions.
- Design and implement evolutions.
- Maintain the platform, including technical migrations and bug fixes.
Qualifications / Required Skills:
- Bachelor's or Master's degree in Computer Science, or a related field.
- Expertise in the development of real-time, low latency, C++ market data and/or algo trading automatons.
- A minimum of five years of experience in such role is required but candidates with significantly more experience will be considered with great interest.
- Excellent collaboration and communication skills.
- Adaptable and rigorous, capable of working in a rapidly evolving environment.
- Proficiency in both French and English.
Extra
- Experience with SQL.
EQUAL OPPORTUNITIES STATEMENT
We are continuously striving to be an equal opportunity employer, and we prohibit any discrimination based on sex, disability, origin, sexual orientation, gender identity, age, race, or religion. We believe that our diversity, breadth of experience, and multiple points of view are among the leading factors in our success.
CFM is a signatory of the Women Empowerment Principles.
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