We are looking for Quantitative Backend Developer (C++, Python) to join our engineering team and help us to improve the performance of our existing backtesting platform and assist us in real-time trading implementation. Every day our algorithms process more than 500 million data points. As a result, low latency and fault tolerance are essential for us.
At Machine Factor Technologies you will have an opportunity to grow and make a direct impact on trading by developing and improving all the parts of the trading platform, data infrastructure and related software, while also getting advice and guidance from experienced developers and traders, including the founders.
- Improve the performance and speed of our back-testing and simulation frameworks.
- Real-time implementation of systematic strategies and signals.
- Collaborate with quantitative researchers to provide full-technical support for latency-sensitive HFT strategy automation.
- Develop low-latency code using the latest C++ standards.
- Bachelor’s degree in Computer Science or Computer Engineering or related field.
- Exceptional knowledge of algorithms and data structures.
- Strong computer science fundamentals and in-depth knowledge and experience in developing high-performance, low-latency code in C++, Linux (2+years of experience) .
- Proficiency in Python (2+ years).
- Experience in profiling, optimizing latency and throughput.
- Experience working with pybind11.
- Experience in the development of Linux systems.
- Understanding the principles of OOP, design patterns
- Expert knowledge of SQL and columnar databases.
- Experience working with streaming data, async, and parallel processing.
- Experience with message brokers: Apache Kafka/Redpanda.
- Experience with Docker and Kubernetes.
- Financial/Trading applications development experience.