LOW-LATENCY C++ MARKET DATA DEVELOPER

Project description We've been developing trading software for our partner - a top-tier hedge fund - for over 10 years.
Now we are expanding the Market Data team to further enhance our quantitative trading.
We are looking for a mature and independent C++ Developer.
We value quality over time-to-market.
And focused independent work with less frequent meetings.
Responsibilities Developing systems, interfaces, and tools for historical market data and trading simulations that increase research productivityn Designing and implementing a low latency high-frequency trading platform, which includes collecting quotes and trades from and disseminating orders to exchanges around the worldn Optimizing this platform by using network and systems programming, as well as other advanced techniques to minimize latencyn Helping build and maintain our automated test and benchmark framework, risk-management, performance-tracking, and other toolsn Testing, implementing, and benchmarking different feed handlers (internal and external) on different hardware offerings and settings (e.
.
Solarflare, Mellanox NICs, different switches, different compilers and compiler flags, different OS options, etc.)n Support and management of both enterprise and latency sensitive realtime market data environments, including management of internal, vendor, and exchange-initiated changes.
Design and engineering of components to automate support and management capabilities for the market data platform, including monitoring, realtime and historic metrics collection/visualization, and administrative functions including self-service user facing tools.
Liaison with users of the market data environment, including Portfolio Managers, trading desks, and core technology teams.
Enhancement of processes and workflows related to operation of the market data platform, such as release deployment, incident management and remediation, exchange notification handling, defining and enforcing SLAs SKILLS Must have Strong background in data structures, algorithms, and object-oriented programming in C++n Good understanding of Linux system internals and networkingn Deep understanding of CPU architecture and the ability to leverage CPU capabilitiesn Able to prioritize in a fast moving, high pressure, constantly changing environment; Good sense of urgency and ownershipn Believer and practitioner of extreme leadership and accountabilityn Effective communication and relationship management skills.
The candidate will be expected to work closely with business and technology users to understand their current and future needsn Knowledge of any other development language, including Java, Python, or Perl and shell scriptsn Technical background in application development on complex market data systems (i.
.
Bloomberg, Thompson Reuters, etc)n Strong understanding of market data concepts and functionality, such as data models (fields/messages), protocols (e.
.
snapshot + delta), order book representations (e.
.
L1/L2/L3), recovery and reliability.
Ability to prioritize in a fast moving, high pressure, constantly changing environment.
Demonstrate thoroughness and strong ownership of work through a detail-oriented approach.
Nice to have • Experience of monitoring, metrics and command/control functionality for distributed market data platforms; ability to evaluate existing solutions and drive enhancements through coordination of development and operations teams.
• Hands on Site Reliability Engineering or DevOps skills, including system administration, automation, measurement, release / deployment managementn • Technical experience supporting market data environments within a global organization, including both internally developed DMA feed handlers and distribution infrastructure • Developing systems, interfaces, and tools for historical market data and trading simulations that increase research productivityn • Designing and implementing a low latency high-frequency trading platform, which includes collecting quotes and trades from and disseminating orders to exchanges around the worldn • Optimizing this platform by using network and systems programming, as well as other advanced techniques to minimize latencyn • Helping build and maintain our automated test and benchmark framework, risk-management, performance-tracking, and other toolsn • Testing, implementing, and benchmarking different feed handlers (internal and external) on different hardware offerings and settings (e.
.
Solarflare, Mellanox NICs, different switches, different compilers and compiler flags, different OS options, etc.)n • Support and management of both enterprise and latency sensitive realtime market data environments, including management of internal, vendor, and exchange-initiated changes.
• Design and engineering of components to automate support and management capabilities for the market data platform, including monitoring, realtime and historic metrics collection/visualization, and administrative functions including self-service user facing tools.
• Liaison with users of the market data environment, including Portfolio Managers, trading desks, and core technology teams.
• Enhancement of processes and workflows related to operation of the market data platform, such as release deployment, incident management and remediation, exchange notification handling, defining and enforcing SLAs • Strong background in data structures, algorithms, and object-oriented programming in C++n • Good understanding of Linux system internals and networkingn • Deep understanding of CPU architecture and the ability to leverage CPU capabilitiesn • Able to prioritize in a fast moving, high pressure, constantly changing environment; Good sense of urgency and ownershipn • Believer and practitioner of extreme leadership and accountabilityn • Effective communication and relationship management skills.
The candidate will be expected to work closely with business and technology users to understand their current and future needsn • Knowledge of any other development language, including Java, Python, or Perl and shell scriptsn • Technical background in application development on complex market data systems (i.
.
Bloomberg, Thompson Reuters, etc)n • Strong understanding of market data concepts and functionality, such as data models (fields/messages), protocols (e.
.
snapshot + delta), order book representations (e.
.
L1/L2/L3), recovery and reliability.
• Ability to prioritize in a fast moving, high pressure, constantly changing environment.
• Demonstrate thoroughness and strong ownership of work through a detail-oriented approach.