A technology company operating in a financial environment creates High Frequency Trading Software (HFT) for Algorithmic Trading.
- As a developer within the Market Gateways Team, you will be responsible for writing C++ code for processing of exchange market data and for sending electronic trading orders to the exchange.
- You will start with well-defined requirements and technical specifications.
- You will use sophisticated tools and hardware from vendors like Solarflare to create super-fast, Linux-based software components capable of processing millions of market data messages per second and prepare trading orders in microseconds.
- You will have a chance to work with the world’s biggest and most sophisticated financial exchanges such as the Chicago Mercantile Exchange (CME) and the New York Stock Exchange (NYSE).
Required Basic Qualifications
- Expert-level knowledge and at least 4 years of full-time, professional C++ programming experience in Linux environments.
- Good knowledge and at least 1 year experience developing for network protocols stack: Ethernet, IP, UDP, TCP; experience with related tools such as tcpdump, Wireshark, protocol analyzers, capture tools, etc.
- Programming experience with at least one scripting language such as Python, Perl, Linux Bash.
- Good knowledge of Linux administration and automation tools such as bash scripts, editors, log monitoring tools, performance monitoring tools, etc. Ability to accomplish complex tasks in the Linux environment.
- Understanding of Linux performance-related settings such as kernel options, BIOS settings, advanced IO and network protocol performance optimization, CPU optimization.
- Experience integrating complex systems and related tools, such as Windows-based or web-based front-ends communicating with Linux-based back-end systems; automated messaging or file exchanges; middleware development.
- Experience working with exchange market data feeds or experience working in the trading firm, broker-dealer, exchange, or a trading systems development company environment is a huge plus.
- Experience with Solarflare technologies such as Solarflare network adapters, OpenOnload, kernel-bypass technologies is a huge plus.
- Experience optimizing software for low latency or near-real-time operation within the Linux environment is a plus.
- Experience developing latency-sensitive applications in the high-performance networks context (such as 10GbE and 40GbE) and, particularly, processing of data delivered via UDP multicast such as market data, video streaming, high-capacity VoIP applications is a huge plus.
- Advanced knowledge of networking and related certification (such as CCNA/CCNP/CCIE) is a plus.
- Working knowledge of networking, related equipment and tools, such as network interface configuration, routing tables, routers, switches, load-balancing mechanisms.
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