Quantitative Developer

Tudor Investment Corp. seeks a Quantitative Developer in New York, NY to improve real time position tracking software, including designing and developing new API based on Flatbuffers and a proprietary RPC protocol. Design and implement new generation algorithmic container with very tight latency requirements, including integration with Python, design data logging and build post-trade analysis framework. Develop and optimize exchange simulation framework, including integrating microstructure simulator with new market data feed frameworks. Develop next generation of live market data feed handlers and contribute to continuous integration, testing, and deployment stack, including improving C++ build systems. May work remotely 2 days per week within normal commuting distance of New York, NY. Requires Bachelor's degree in Computer Science, Information Technology or related technical field and 2 years experience in writing high performance, low latency software using C++ language on Linux. Requires 2 years experience in implementing and deploying trading algorithms; implementing high throughput market simulator; conducting market data analysis with Python and Numpy library; utilizing Python and matplotlib library to visualize market data; and working in front office environment.
Salary range: $200,000 - $250,000 per year.