Responsibilities
:
1. Assisting in the development of a tick by tick backtesting research platform and exchange simulation
2. Collaborating with hardware and software developers across divisions to build ultra-low latency trading systems #
3. Contributing towards the team's technical direction by driving new initiatives
4. Developing and optimizing large-scale parallelputation problems that requires large quantities of data shared across resources
5. Developing systems, interfaces, and tools to historical market data and trading simulations that increase research productivity
6. Designing and implementing a low latency high-frequency trading platform, which includes collecting quotes and trades from and disseminating orders to exchanges around the world
7. Optimizing this platform by using network and systems programming, as well as other advanced techniques to minimize latency
8. Helping build and maintain our automated test and benchmark framework, risk-management, performance-tracking, and other tools
9. Testing, implementing, and benchmarking different feed handlers (internal and external) on different hardware offerings and settings ( Solarflare, Mellanox NICs, different switches, differentpilers andpiler flags, different OS options, etc.)
10. Working closely with trading teams to gather requirements and develop solutions in a fast-paced environment
11. Working with development and support teams to adapt to exchange technical upgrades
Key Requirements:
12. A degree inputer science or a related field
13. A strong background in data structures, algorithms, and object-oriented programming in C++
14. Strong template, meta programming, and generic programming knowledge a plus.
15. Strong understanding of low-latency and real-time system design and implementation
16. Good understanding of Linux system internals and networking
17. Deep understanding of CPU architecture and the ability to leverage CPU capabilities
18. Strong financial experience across multiple asset classes, particularly Options knowledge
19. Strong understanding of multiple trading venue protocols and unique behaviors (for both Market Data, and Order Entry, with a focus on Market Data) Knowledge of any other development language, including Java, Python, or Perl and shell scripts (a plus)
Job ID REQ-24460