About the Role
You will build systems used to analyze and trade tens of thousands of products across hundreds of global trading venues every day. Working closely with Technologists, Quantitative Researchers, and Traders, you'll guide the development of in-house trading technology and optimize it to achieve market-leading performance and reliability. You'll work across venue connectivity (feed handlers and ordering gateways), trading engines, and shared platforms. Teamwork is central to the role, with end users never more than a short walk away, giving you short feedback loops and immediate insight into the value your code provides. You'll also help maintain shared libraries, encourage code re-use, and evolve views on application architecture.
Requirements
- BSc, MSc, or PhD in Computer Science, Mathematics or equivalent
- 5+ years post-graduation professional C++ software development experience (proprietary trading industry preferred)
- Ability to write clean, reliable, and highly scalable code
- Good knowledge of algorithms and data structures
- Experience in parallel, asynchronous, and multithreaded programming
- Interest in achieving maximum performance from available hardware and software
- Ability to communicate with technical and non-technical business colleagues
Responsibilities
- Lead the development and global rollout of the Core platform used across multiple business/focus groups (Market data, Quantitative research, Pricing, Strategies)
- Deploy deliverables and validate them with traders or quants in a fast-paced iterative process
- Develop tools/frameworks to deliver capabilities for tuning and developing data-driven systematic pricing and trading strategies
- Work with focus group engineers, Quants, and Technical traders to refine requirements, collect feedback, and iterate on design and implementation
- Write software that communicates with exchanges through their APIs, receiving market data and sending orders over different protocols such as FIX, Websocket or HTTP requests
- Ensure quality of software based on testing suites, and use, maintain and extend them
- Optimize exchange communication through kernel bypass, TLS optimization or connection handling
- Research exchange behavior in detail to align behavior to that of an exchange
- Implement solutions using provided exchange SDKs in languages such as C++, Rust, Python, Typescript
- Implement trading algorithms based on requirements provided by traders and quants
- Acquire and develop trading knowledge to translate requirements into software implementation
- Improve the stability, reliability, and performance of the trading engine
- Enhance monitoring and observability in collaboration with the Trading Operations team
- Investigate and resolve production issues such as crashes, unexpected business logic behavior, and performance bottlenecks
- Prepare for releases and deployments of new trading engine versions