Low Latency Application Developer

A.P.T Portfolio, a high frequency trading firm that specialises in Quantitative Trading & Investment Strategies.Founded in November 2009, it has been a major liquidity provider in global Stock markets. Seeking a Software Developer to join our Engineering team.

Responsibilities 

• Developing low latency C++ software for electronic trading in the most competitive financial markets. Writing efficient code by choosing the best algorithms and data structures, but also developing and leveraging knowledge of x86 processor architecture and FPGA to optimize code for a specific execution environments.
• Co-designing and developing low latency execution algorithms with traders and FPGA developers.
• Implementing application-level network protocols in C++ to connect to new trading venues. Developing a deep understanding of the nuances in each such protocol and optimizing code to gain advantage from these.
• Investigating latencies and jitter from test and production data and fixing identified issues. Designing experiments to root cause such issues without disrupting production environments.
• Improving our big data infrastructure which is used for market simulations and post-trade analysis. Enhancing capabilities of our statistical learning and market-simulation logic which models a real market, including all its variances, as accurately as possible.

Qualifications/Key Roles

• An engineering degree(B. Tech/M.Tech) in computer science
• 2+ Years experience in C++ coding
• Expert level understanding of C/C++
• Good understanding of operating systems and networking fundamentals and should be interested in getting hands dirty with system-level programming.
• Knowledge of multi-threaded programming concepts is a must.

APT Portfolio is an equal opportunity employer