Low Latency MM Engineer
Skills
Candidate Availability
Onsite · Hong Kong · RequiredOnsite · London · RequiredOnsite · New York · RequiredOnsite · Zürich · Required
Required and preferred rules are kept separate and reflect the wording in the original posting.
About the Role
You design, build, and optimize ultra-low-latency market-making systems for quote generation and order execution. You optimize tick-to-trade performance, manage exchange connectivity, implement quoting and risk controls, build simulation and backtesting infrastructure, monitor live systems, resolve operational issues, and contribute to capacity planning and hardware decisions.
Requirements
- Currently pursuing or recently completed a degree in Computer Science, Engineering, Mathematics, Data Science, Economics, Business, or a related field
- Strong proficiency in modern C++
- Ability to reason about assembly output and compiler behavior
- Understanding of computer architecture, CPU caches, NUMA, memory ordering, and kernel bypass networking
- Experience with low-latency networking and TCP, UDP, multicast, FIX, ITCH, or OUCH protocols
- Understanding of Linux internals and operating system-level production tuning
- Knowledge of market microstructure, order books, matching engines, queue position, adverse selection, and inventory risk management
- Experience with FPGA development is advantageous
- Experience with microsecond- or nanosecond-level performance systems
- Debugging and profiling capabilities using perf, VTune, or custom tracing infrastructure
- Communication and collaboration skills
- Experience building or tuning matching engines or exchange-side systems is desirable
- Experience with FPGA-based trading systems or programmable networking hardware is desirable
- Experience at a market-making firm, high-frequency trading firm, or exchange technology vendor is desirable
Responsibilities
- Design, build, and maintain ultra-low-latency market-making systems
- Profile and optimize the tick-to-trade path
- Collaborate with hardware engineers or develop FPGA logic to minimize latency
- Implement and maintain exchange connectivity protocols
- Implement and calibrate quoting logic, risk controls, and inventory management
- Build and maintain simulation, backtesting, and replay infrastructure
- Monitor live trading systems and diagnose latency regressions
- Lead root-cause resolution efforts
- Contribute to capacity planning and infrastructure decisions
- Apply code review, testing, deployment safety, and change management practices
