Quantitative Developer - C++/Python

As a Quantitative Developer at Open Futures, you will be part of our trading team responsible for developing low latency real-time software and trading strategies for High-Frequency Trading. You will collaborate with Quantitative Researchers and Senior Traders to code and design trading strategies and low latency trading systems using mathematical and computer science principles. Your responsibilities will include: - Designing, developing, and testing high-performance algorithmic trading software. - Managing real-time trade and risk analysis platforms. - Optimizing low-level systems for data processing. - Modifying existing software for optimal results and working with large data sets. - Implementing bespoke solutions to enhance the technology stack. To be successful in this role, you should have: - A degree in Computer Science, Electrical Engineering, Mathematics, Physics, or a related discipline. - 2-6 years of professional experience in using C/C++ and Python in a UNIX/LINUX environment. - Knowledge of network, parallel/distributed, multithreaded programming. - Familiarity with Linux kernel programming, FIX protocol, network programming (TCP/IP), and multithreaded applications. - Strong understanding of object-oriented design, data structures, and algorithms. - Ability to manage multiple tasks in a fast-paced environment. - Strong work ethic, self-motivation, and a proactive approach to tasks. - Willingness to learn, experiment, and think creatively. Open Futures is a proprietary algorithmic trading firm with a strong financial backing and a presence in multiple cities across India. We trade across various asset classes and exchanges, providing you with a diverse and challenging environment to grow and excel in your career. Join us in our mission to develop cutting-edge trading solutions and make a significant impact in the world of High-Frequency Trading. As a Quantitative Developer at Open Futures, you will be part of our trading team responsible for developing low latency real-time software and trading strategies for High-Frequency Trading. You will collaborate with Quantitative Researchers and Senior Traders to code and design trading strategies and low latency trading systems using mathematical and computer science principles. Your responsibilities will include: - Designing, developing, and testing high-performance algorithmic trading software. - Managing real-time trade and risk analysis platforms. - Optimizing low-level systems for data processing. - Modifying existing software for optimal results and working with large data sets. - Implementing bespoke solutions to enhance the technology stack. To be successful in this role, you should have: - A degree in Computer Science, Electrical Engineering, Mathematics, Physics, or a related discipline. - 2-6 years of professional experience in using C/C++ and Python in a UNIX/LINUX environment. - Knowledge of network, parallel/distributed, multithreaded programming. - Familiarity with Linux kernel programming, FIX protocol, network programming (TCP/IP), and multithreaded applications. - Strong understanding of object-oriented design, data structures, and algorithms. - Ability to manage multiple tasks in a fast-paced environment. - Strong work ethic, self-motivation, and a proactive approach to tasks. - Willingness to learn, experiment, and think creatively. Open Futures is a proprietary algorithmic trading firm with a strong financial backing and a presence in multiple cities across India. We trade across various asset classes and exchanges, providing you with a diverse and challenging environment to grow and excel in your career. Join us in our mission to develop cutting-edge trading solutions and make a significant impact in the world of High-Frequency Trading.