Work in a diverse team of developers, researchers, and consultants to build and maintain the trading and research infrastructure supporting all activities of a proprietary trading group. Collaborate with quant researchers and traders on data mining, quantitative analysis, optimization, and strategy development. Utilize C++, Solaris/Linux, KDB, design pattern, policy-based design, generic programming, code optimization tools, source control systems, Financial Information eXchange (FIX) protocol and TCP IP programming. Experience with large-scale time series database management a plus. SKILLS REQUIRED: Masters degree in Computer Science/Software Engineering/Financial Engineering or Mathematics with at least one-three years of experience in the job or as a Developer/Financial Engineer/Systems Engineer developing and maintaining automated trading systems. Good understanding of operations research, market microstructure and fundamental analysis a plus.