While applying mention JOB ID :: 0791 in email subject Experience : 3+ years Employment Type: Full-Time Job Overview : We are seeking a highly skilled C++ Software Developer to join our team in developing colocation server software optimized for high-frequency trading (HFT) and low-latency execution. The ideal candidate will have extensive experience in developing high-performance applications in C++, particularly in the financial or trading domain. This role requires close collaboration with quantitative traders and algorithmic teams to design and implement efficient trading execution systems. Key Responsibilities: Develop and maintain low-latency, high-throughput colocation server software for trading execution. Optimize C++ code for performance, with a focus on minimizing execution time and maximizing throughput. Collaborate with trading and infrastructure teams to ensure seamless integration of trading algorithms with the execution system. Implement market data feed handlers and order routing protocols (FIX, ITCH, OUCH, etc.) to interact with exchanges and brokers. Develop tools for real-time monitoring, risk management, and performance analysis. Ensure systems are robust, fault-tolerant, and able to recover quickly from failures. Maintain and improve colocation infrastructure to ensure minimal downtime and fast execution speeds. Conduct rigorous testing, including unit tests and performance benchmarking. Stay updated on the latest developments in trading technology and exchange protocols to continuously enhance system performance. Key Requirements: Strong expertise in C++ programming, including experience with multi-threading, memory management, and real-time systems. Proven experience in developing low-latency software for high-frequency trading or other performance-critical applications. Knowledge of networking protocols (TCP/IP, UDP) and experience with socket programming. Experience with market data feeds and financial exchange connectivity protocols such as FIX, ITCH, OUCH. Deep understanding of operating system internals (Linux) and optimization for trading systems. Experience with profiling and performance tuning C++ code. Familiarity with colocation and data center environments for financial trading. Strong analytical and problem-solving skills. Experience working in financial services, especially in a trading infrastructure environment, is a plus. Bachelor’s degree in Computer Science, Engineering, or related field. Preferred Skills: Experience in algorithmic trading systems. Knowledge of exchange APIs and order management systems (OMS). Familiarity with GPU programming and hardware acceleration (FPGA experience is a plus). Exposure to Python or other scripting languages for quick automation tasks. Understanding of financial markets, asset classes (equities, derivatives, forex), and trading strategies. What We Offer: Competitive salary with performance-based bonuses. An opportunity to work with cutting-edge technology in a fast-paced, high-stakes environment. Collaborative and innovative culture. Opportunities for professional growth and development. hr@byllscatchsecurities.com guru@bullscatchsecurities.com While applying mention JOB ID :: 0791 in email subject
While applying mention JOB ID :: 0791 in email subject Experience : 3+ years Employment Type: Full-Time Job Overview : We are seeking a highly skilled C++ Software Developer to join our team in developing colocation server software optimized for high-frequency trading (HFT) and low-latency execution. The ideal candidate will have extensive experience in developing high-performance applications in C++, particularly in the financial or trading domain. This role requires close collaboration with quantitative traders and algorithmic teams to design and implement efficient trading execution systems. Key Responsibilities: Develop and maintain low-latency, high-throughput colocation server software for trading execution. Optimize C++ code for performance, with a focus on minimizing execution time and maximizing throughput. Collaborate with trading and infrastructure teams to ensure seamless integration of trading algorithms with the execution system. Implement market data feed handlers and order routing protocols (FIX, ITCH, OUCH, etc.) to interact with exchanges and brokers. Develop tools for real-time monitoring, risk management, and performance analysis. Ensure systems are robust, fault-tolerant, and able to recover quickly from failures. Maintain and improve colocation infrastructure to ensure minimal downtime and fast execution speeds. Conduct rigorous testing, including unit tests and performance benchmarking. Stay updated on the latest developments in trading technology and exchange protocols to continuously enhance system performance. Key Requirements: Strong expertise in C++ programming, including experience with multi-threading, memory management, and real-time systems. Proven experience in developing low-latency software for high-frequency trading or other performance-critical applications. Knowledge of networking protocols (TCP/IP, UDP) and experience with socket programming. Experience with market data feeds and financial exchange connectivity protocols such as FIX, ITCH, OUCH. Deep understanding of operating system internals (Linux) and optimization for trading systems. Experience with profiling and performance tuning C++ code. Familiarity with colocation and data center environments for financial trading. Strong analytical and problem-solving skills. Experience working in financial services, especially in a trading infrastructure environment, is a plus. Bachelor’s degree in Computer Science, Engineering, or related field. Preferred Skills: Experience in algorithmic trading systems. Knowledge of exchange APIs and order management systems (OMS). Familiarity with GPU programming and hardware acceleration (FPGA experience is a plus). Exposure to Python or other scripting languages for quick automation tasks. Understanding of financial markets, asset classes (equities, derivatives, forex), and trading strategies. What We Offer: Competitive salary with performance-based bonuses. An opportunity to work with cutting-edge technology in a fast-paced, high-stakes environment. Collaborative and innovative culture. Opportunities for professional growth and development. hr@byllscatchsecurities.com guru@bullscatchsecurities.com While applying mention JOB ID :: 0791 in email subject
As an Algorithmic Trader at BullsCatch Securities, you will be part of a dynamic team that empowers both beginners and experienced traders to explore global stock markets. Our focus is on the Indian stock market, where we utilize cutting-edge technology for trade execution, algorithmic strategies, and backtesting. Supported by a team of Quant Developers and Quant Researchers, we continuously optimize the trading experience through advanced research, data-driven insights, and automation. We are currently seeking a highly skilled Algorithmic Trader to join our team in Delhi/Faridabad/Hybrid location. Key Responsibilities - Develop, backtest, and optimize algorithmic trading strategies. - Analyze market data to identify profitable trading opportunities. - Implement and refine quantitative models for systematic trading. - Monitor live trades and adjust strategies based on market conditions. - Collaborate with Quant Developers and Researchers to enhance algorithmic execution. - Stay updated on market trends, regulatory changes, and quantitative techniques. Requirements Technical Skills: - Proficiency in Python programming is mandatory. - Proven backtested trading strategies with a solid track record. - Strong analytical skills and the ability to create strategies and backtest them independently. - Understanding of algorithmic trading, market microstructure, and execution efficiency. - Knowledge of risk management techniques and portfolio optimization. Aptitude & Mindset: - Exceptional problem-solving abilities and quantitative aptitude. - A keen interest in financial markets and algorithmic trading. - The ability to adapt quickly to a fast-paced, high-pressure trading environment. Ideal Candidate - A highly motivated and disciplined individual with a strong work ethic. - A quick learner who can independently develop and test trading strategies. - A team player with excellent communication and collaboration skills. - An observer of global economic and geopolitical events, with a focus on their impact on market movements. Why Join BullsCatch Securities - Work alongside top industry professionals in a high-performance algorithmic trading environment. - Gain hands-on experience with advanced trading technologies and backtesting frameworks. - Be part of a data-driven and research-intensive trading team with access to global markets. - Competitive compensation and performance-based incentives. How to Apply Interested candidates should submit their resume and a cover letter highlighting their experience and suitability for the role to hr@bullscatchsecurities.com. Please mention Job ID: BQA2024 in your application. Candidates are encouraged to include examples of their backtested strategies and live deployments (if applicable).,