Job Summary:

We are seeking a highly skilled Software Engineer to join our client at a fully systematic proprietary trading firm. In this role, you will work on building and optimizing low-latency trading infrastructure and real-time trading systems that are at the core of high-frequency, algorithmic strategies. You will collaborate closely with quantitative researchers, traders, and other engineers to ensure the seamless operation of the trading platform, capable of processing vast amounts of market data and executing high-frequency strategies in the most efficient way possible.

The ideal candidate will have a strong background in software engineering, a deep understanding of low-latency systems, and a passion for financial markets and high-performance computing.

Key Responsibilities:

• Design and Develop Low-Latency Systems:
• Work on the development and optimization of trading infrastructure that minimizes latency for both market data processing and order execution. You will contribute to building high-performance systems for real-time trading that handle large volumes of data with minimal delay.
• Optimize Performance:
• Continuously improve and fine-tune system performance to achieve the lowest possible latency. This includes optimizing algorithms, code, and hardware utilization to ensure that trading systems can handle microsecond-level time frames.
• Real-Time Data Processing:
• Implement high-throughput data pipelines for processing streaming financial market data. Work with tools and technologies that allow for efficient data handling, including but not limited to FIX protocols, market feeds, and exchange connectivity.
• Trading System Architecture:
• Collaborate on the design and architecture of robust, scalable, and fault-tolerant trading systems. Ensure that the architecture supports rapid, accurate decision-making while maintaining system stability during periods of high market volatility.
• Order Execution and Connectivity:
• Develop and optimize order routing systems to ensure efficient execution of trades. Integrate with exchange APIs, FIX protocol, and other relevant trading infrastructure, while minimizing the time to send, process, and confirm trade execution.
• Monitoring & Troubleshooting:
• Build and maintain real-time monitoring systems to track the health and performance of trading systems. Quickly troubleshoot any performance bottlenecks, system anomalies, or issues affecting trading execution.
• Collaborative Development:
• Work closely with quants, traders, and other software engineers to ensure smooth integration of trading strategies with the underlying infrastructure. Participate in daily stand-ups, sprint planning, and code reviews as part of the agile development process.
• Continuous Improvement & Innovation:
• Stay at the forefront of advances in low-latency systems, real-time computing, and algorithmic trading. Contribute ideas and develop new technologies that give the firm a competitive edge in the market.

Key Skills & Qualifications:

• Expert Programming Skills:
• Strong proficiency in C++ (preferred for low-latency) or C with deep experience in system-level programming. Familiarity with Python, Rust, or Go is a plus. Experience with modern development practices (e.g., Git, continuous integration) is essential.
• Low-Latency Systems Expertise:
• Deep knowledge of low-latency system design and optimization, including the handling of high-frequency market data and high-performance computing techniques (e.g., lock-free data structures, CPU cache optimization, NUMA-aware programming).
• Operating System and Networking Knowledge:
• Advanced understanding of operating systems (Linux, Unix) and networking protocols. Experience with socket programming, shared memory, and inter-process communication is essential for real-time systems. Knowledge of multi-threading and parallelism is critical.
• Market Data & Trading Infrastructure:
• Experience working with market data feeds (e.g., Bloomberg, Reuters, exchange-specific APIs), FIX protocol, and algorithmic trading platforms. Familiarity with exchange APIs, order routing, and trade execution systems is crucial.
• Performance Profiling & Benchmarking:
• Strong experience with profiling and benchmarking tools (e.g., gprof, perf, Valgrind, DTrace, or other performance analysis tools). Ability to analyze and improve code efficiency at both the micro and macro levels.
• Distributed Systems:
• Experience with building and optimizing distributed systems, including knowledge of message queuing systems (e.g., Kafka, RabbitMQ) and distributed storage (e.g., Redis, Cassandra). Familiarity with cloud platforms (e.g., AWS, GCP) and containerization (Docker/Kubernetes) is a plus.
• Quantitative Understanding:
• A basic understanding of financial instruments, trading strategies, and market microstructure is beneficial, but not required. A willingness to learn about trading, financial markets, and quantitative strategies is key.
• Educational Background:
• A Bachelor’s, Master’s, or PhD in Computer Science, Electrical Engineering, Mathematics, or a related technical field. A solid foundation in algorithms, data structures, and system design is essential.

Preferred Qualifications:

• High-Frequency Trading (HFT) Experience:
• Direct experience in high-frequency trading environments, algorithmic trading, or market-making systems is a significant advantage.
• Experience with FPGA/Hardware Acceleration:
• Experience with hardware acceleration techniques such as FPGAs, GPUs, or custom hardware for ultra-low-latency trading systems.
• Understanding of Financial Markets:
• Knowledge of asset classes (equities, options, futures, FX) and the mechanics of financial markets, including order books, bid-ask spreads, and price formation, is a plus.
• Advanced Tools & Libraries:
• Familiarity with performance optimization libraries and tools (e.g., Intel DPDK, RDMA, or other network libraries).