The Hagen Ricci Group
Software Engineer
The Hagen Ricci Group, Midtown, Tennessee, United States,
Mid-town systematic trading firm is looking for a low latency C++ programmer to work in close collaboration with traders on development of trading infrastructure and strategies.Responsibilities
Develop software to source and maintain data from a wide variety of structured and unstructured sources.Team is responsible for developing frameworks for automated trading, ultra-low latency market connectivity, data management, and analysis.Work closely with traders to automate our research workflow.Develop and enhance applications managed by the technology team.Manage applications in production, providing 3rd level application support if required.Basic Qualifications:
Bachelor's Degree in Engineering, Mathematics, or Computer Science.3+ years C++/Python/Java development experience on Linux.3+ years knowledge of databases (MySQL/Postgres) and/or NoSQL.Experience in structuring, optimizing, and analyzing large data sets.Preferred Qualifications:
Team player capable of developing industrial-strength software components.Good experience analyzing and structuring large data sets.Knowledge of trading and market microstructure.
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Develop software to source and maintain data from a wide variety of structured and unstructured sources.Team is responsible for developing frameworks for automated trading, ultra-low latency market connectivity, data management, and analysis.Work closely with traders to automate our research workflow.Develop and enhance applications managed by the technology team.Manage applications in production, providing 3rd level application support if required.Basic Qualifications:
Bachelor's Degree in Engineering, Mathematics, or Computer Science.3+ years C++/Python/Java development experience on Linux.3+ years knowledge of databases (MySQL/Postgres) and/or NoSQL.Experience in structuring, optimizing, and analyzing large data sets.Preferred Qualifications:
Team player capable of developing industrial-strength software components.Good experience analyzing and structuring large data sets.Knowledge of trading and market microstructure.
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