Software Development Intern
Published date: 2024/01/10
- Location: Gandhinagar, Gujarat, India
Gurugram/Gandhinagar
NK Securities Research is a leading financial firm that leverages cutting edge technology and sophisticated algorithms to trade the financial markets. Founded in 2011, we have gained invaluable experience in the field of High Frequency Trading across different asset classes.
Responsibilities:
• Implement high frequency automated trading systems
• Optimize trading systems by using networks and systems programming
• Do Research and Development of algorithms to reduce the latency of trading systems
• Build risk-management and performance-tracking tools
• Own and be responsible for modules including research, design, development, deployment, optimization and support
Qualifications:
• A degree in Computer Science, Mathematics or Engineering from the top IITs
• A strong background in C/C++ programming, object-oriented programming, data structures and algorithms
• Working knowledge of Linux
• Working knowledge of python and shell scripting
• Excellent problem-solving abilities
• Excellent communication skills
Any of the following is a plus:
• An understanding of TCP/IP and Ethernet
• Familiarity with parallel programming models and parallel algorithms
• Experience in HFT industry
• Financial experience is not required but an interest in financial markets is a plus.
Benefits:
NK Securities Research offers compensation above industry standards for deserving candidates. We are a fast-growing organisation where there is no ceiling on the career trajectory of an individual. The startup style governance of the firm enables the newest employees to work with industry veterans. Outstanding performers will be granted a Pre-Placement Offer
NK Securities Research is a leading financial firm that leverages cutting edge technology and sophisticated algorithms to trade the financial markets. Founded in 2011, we have gained invaluable experience in the field of High Frequency Trading across different asset classes.
Responsibilities:
• Implement high frequency automated trading systems
• Optimize trading systems by using networks and systems programming
• Do Research and Development of algorithms to reduce the latency of trading systems
• Build risk-management and performance-tracking tools
• Own and be responsible for modules including research, design, development, deployment, optimization and support
Qualifications:
• A degree in Computer Science, Mathematics or Engineering from the top IITs
• A strong background in C/C++ programming, object-oriented programming, data structures and algorithms
• Working knowledge of Linux
• Working knowledge of python and shell scripting
• Excellent problem-solving abilities
• Excellent communication skills
Any of the following is a plus:
• An understanding of TCP/IP and Ethernet
• Familiarity with parallel programming models and parallel algorithms
• Experience in HFT industry
• Financial experience is not required but an interest in financial markets is a plus.
Benefits:
NK Securities Research offers compensation above industry standards for deserving candidates. We are a fast-growing organisation where there is no ceiling on the career trajectory of an individual. The startup style governance of the firm enables the newest employees to work with industry veterans. Outstanding performers will be granted a Pre-Placement Offer
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