Software Engineer (C++)

Graviton Research Capital is a quantitative trading firm in Gurgaon, and this role is on its Core Technology team, which the posting describes as some of the best programmers in India building the trading infrastructure that handles millions of dollars of transactions every day. The work is high frequency trading systems, and in that world latency is the product rather than a quality attribute. You would design and implement an automated trading system that trades across multiple exchanges, build the live reporting and administration tools around it, and work on performance optimisation aimed at reducing overall system latency through algorithm research and current techniques. That last part is the distinguishing feature of the job: profiling, micro optimisation and understanding what the hardware and operating system are actually doing are the daily work rather than an occasional exercise. Trading firms typically pay well for this specialisation, and they hire on engineering strength, so finance domain knowledge is usually not a prerequisite.

What the posting requires

- A degree in computer science
- 3 to 5 years of experience with C and C++ and object oriented programming
- Expertise in algorithms and data structures
- A working knowledge of Linux systems
- Excellent problem solving skills and strong communication
- Experience in the high frequency trading industry is listed among the requirements

Also mentioned in the posting

- Familiarity with other languages including Java, Scala, Python, bash and Lisp
- Familiarity with parallel programming models and parallel algorithms
- Experience with big data environments

What you would actually be doing

- Designing and implementing a high frequency automated trading system that trades on multiple exchanges
- Building live reporting and administration tools for that trading system
- Performance optimisation and improving overall system latency through algorithm research and current technology

Location and working pattern

Gurugram.

How to prepare

Quantitative trading firms interview hard on data structures, algorithms, systems internals and low level performance, and Graviton describes its team in those terms. If you are applying, prepare for that specifically rather than for a general backend interview. Domain knowledge of finance is usually not required, and these firms hire primarily on engineering ability, so a strong systems background without trading experience is still worth an application even though HFT experience appears in the list.

A good fit if

You write performance sensitive C++, enjoy profiling and optimisation, and want work where microseconds are measured and genuinely matter commercially.

Think twice if

You prefer product breadth or working across a varied stack. This is deep, narrow, latency focused systems engineering, and most of the value you add comes from going further down rather than wider.