Quantlab is a dynamic, technology-oriented firm engaged in the development and operation of electronic trading systems for its proprietary hedge fund trading operation. Founded in 1998, Quantlab is responsible for a significant share of the daily volume traded in the global financial markets and represents an established presence in the high frequency electronic trading field.

To support our continued growth, we are seeking a Market Data Feeds C++ Developer. 

If you are a talented developer who can write state of the art feed handlers and/or order entry systems, Quantlab is a place that will provide you the opportunity to maximize your abilities and compensate you in a manner that reflects your contributions.

Essential requirements of this position include: 

• C++ programming in Windows with strong knowledge of STL

• Experience of programming to direct or vendor-supplied real-time market data feeds

• Software testing procedures and practices

• Excellent written and spoken communication skills

• Ability to work in a team environment

Quantlab is located in Houston, Texas – a city recently recognized by Business Week (June 12, 2008) and Kiplinger.com (May 29, 2008) as a best city to “live, work and play”.

Quantlab offers a top-notch compensation package -- including an aggressive pay-for-performance bonus program, generous medical and paid time off benefits, relocation subsidies that may be “cashed-out” and an informal, small-company work environment.  So if you are tired of working at a place where the traders get paid - but the developers are treated as interchangeable parts - Quantlab wants to talk to you.   It’s easy to apply – simply submit your cover letter and resume