Our client is a Top-tier Korean Investment Bank with a large global presence across APAC region, Europe, and the United States. Our client's Equity Derivatives Trading team, based in the Seoul headquarters is looking at extensively expanding their team and are recruiting a Senior Algorithmic Trading Developer.
The key responsibilities include:
- Design and implement real-time trade execution and risk management systems with microsecond-level deterministic latency profiles
- Develop comprehensive unit tests, functional tests, and integration tests
- Identify bottlenecks in the critical path through end-to-end system profiling
- End to end ownership of modules including requirements gathering, designing, implementing and deployment
- Research and evaluate new opportunity to cut latencies in areas such as OS, kernel, networking stack, kernel bypass, low latency system tuning, CPU architecture, robust and scalable algorithms, cache-efficient data structures
- Gather and interpret system performance (CPU/network/memory) metrics
The desired attributes include:
- Degree in Computer Science, Physics, Math, or Engineering from a top school
- Expertise in modern C++ development (C++11 or above) including STL and Boost
- Aptitude for framing and solving quantitative problems in the proper context
- Ability to autonomously evaluate competing solutions to problems and choose the best one
- Capacity to multitask and perform under pressure
- Awareness and respect for both market and operational risk
- Strong work ethic and communication skills
- Advanced Linux command-line and system admin knowledge
- Linux scripting language experience (bash and python)
