Senior C/C++ Low Latency Engineer

Skills

About the Role

You will focus on writing the code that facilitates automated trades on exchanges around the world, taking on a lot of responsibility and freedom within a small, flat-hierarchy Technology team. You will regularly push the limits of your developer skillset to find new and innovative ways to optimize performance-critical code, including low-latency networking code for fast communication with exchanges, context-switch-free code, custom data storage structures with a minimalistic footprint, streaming data pipelines, complex trading logic for the decision engine, and re-implementing existing code using advanced CPU features like SIMD. You will also balance the maintainability of large, highly optimized, multithreaded codebases with the need to preserve low latency as the company grows. Beyond writing code, you will be involved in building and maintaining the global hardware infrastructure that supports trading, working across hardware compositions, network design, and data logging pipelines for traders and quants.

Requirements

• Extensive and thorough knowledge of C and C++ in Linux
• Understanding of, and ability to verify, the assembly the compiler will produce from the code you write
• Understanding of what GNU/Linux system calls do and cost
• Knowledge of x64 hardware and how to use it efficiently
• Understanding of which storage structures to select or implement given their use (time complexity)
• Ability to work with debuggers and profilers
• Operative coding skills (git, documentation)
• Ability to absorb from and provide knowledge to the team
• Pro-active, self-starter, honest, flexible and stress resistant
• Experience with network engineering (low latency networking hardware deployment or protocol implementations) is a plus
• Experience with Big Data engineering and best practices is a plus

Responsibilities

• Write low-latency networking code for fast communication with exchanges
• Write context-switch-free code
• Design and implement custom data storage structures with minimalistic footprint
• Build data pipelines using a streaming paradigm
• Develop complex trading logic for the decision engine with the lowest possible compute time
• Re-implement existing code using advanced CPU features such as SIMD
• Maintain and improve the maintainability of large, highly optimized, multithreaded codebases
• Build and maintain global hardware infrastructure to facilitate trading
• Work across hardware compositions, network design, and data logging pipelines

Benefits

• 25 vacation days
• Regular dinners out
• Friday afternoon drinks
• Yearly office trip(s)
• Weekly massages
• Monthly meal allowance