mktres.com

Windows C++ Developer
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We are seeking a highly skilled and experienced Windows C++ Developer to join our team and work on critical projects within a financial trading environment. The role focuses on enhancing existing core modules, with fast iterative development, and delivering changes to meet evolving business needs. The ideal candidate will demonstrate a pragmatic approach to C++ programming and design, prioritizing performance, reliability, and business value over overly complex or unnecessarily sophisticated implementations.

Project description
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One of the main projects deals with converting high frequency tick data to lower resolution prices for a number of assets across multiple asset classes.
This transformation is rule-based with rules subject to change over time. The amount of tick data is huge so it is very important to keep code performance optimization foremost.
The current price generator program is a multi-threaded Windows based C++ back-end program that reads, for each asset, for each day, high frequency tick data (bid/ask/trades) and applies rules to downsample the prices before moving the prices downstream for further processing.

Key Responsibilities
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* Development, maintenance and support for the price generation process.
 This requires visually looking at data through our in-house apps, liasing with other members of the team and applying critical thinking 
 to optimize and improve the process. Alongside this process other members of the team help clean data which often require experimentation
 and tweaks to the price generation process.

* Ensure meticulous source version control practices since price generation is a core business module.
 Changes need to be accounted for and tracked quickly when things go wrong.
 
* Create and maintain detailed technical documentation for codebases and design decisions.

Required Skills and Experience
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* Solid experience developing multi-threaded Windows applications or services using Visual Studio C++ and Win32 APIs.
* Development experience with large and high frequency financial trading price data.
* Strong debugging and performance optimization skills (these are key).
* Willingness to frequently engage in pair programming and provide at least 6 hours time overlap with Eastern Time Zone during normal working hours.
* Availability to work a minimum of 50+ hours per week and handle major issues over the weekend if needed.
* Reliable, fast internet connection with good audio and video quality for Microsoft Teams/Slack communication.

* Familiarity or exposure to messaging frameworks such as Kafka.
* Familiarity of database systems (Microsoft SQL Server)
* Knowledge of Math\Statistics to at least high school level.

Personal Attributes
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* Good verbal and written communication skills in English.
* Highly motivated, self-driven, and able to work independently with minimal supervision.
* Strong attention to detail because mistakes will be costly.
* Flexible and adaptable to changing business requirements - process rules change often.

Location
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Your home.

Additional Information
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* You will be provided VPN access to work on a virtual machine (VM) within our secure intranet (which has no internet).
* You are applying for a role that demands exclusive focus and allegiance so if you have other contracts or engagements
that are also active even if only partial then this not a role suitable for you.
* A test project may also be administered as part of the screening process.