Core, hands-on engineer role on an ultra-low-latency trading platform, designing, building, and optimizing latency-critical C++ for the electronic trading business.
- Designs, builds, and optimizes latency-critical components of the core trading platform in modern C++, including the threading and event-processing model, inter-component messaging, memory management, and networking layers.
- Partners with traders and quantitative researchers to build and evolve electronic market-making systems, including quoting and quote management, real-time pricing and hedging, and pre-trade risk controls.
- Treats latency as a measured quantity: builds instrumentation, benchmarks, and profiling into the platform, and drives down tail latency and jitter through data-driven optimization.
- Works across the software/hardware boundary, including CPU caches, NUMA, core isolation, kernel-bypass networking, and hardware timestamping.
- Develops secure, high-quality, well-tested production code, reviews and debugs code written by others, and helps set the platform’s engineering standards.
- Formal training or certification on software engineering concepts
- Nice to have: Electronic trading experience
- Nice to have: Cash equities
- Nice to have: Listed derivatives
- Nice to have: Fixed income
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