Senior C/C++ Low Latency Engineer

Skills

About the Role

You will focus on the code that facilitates automated trades on various exchanges worldwide. Since the company's performance is highly dependent on the speed of its data processing pipelines, you will regularly draw on your full developer skillset to find new and innovative ways to optimize code. You will write low-latency networking code for fast communication with exchanges, build context-switch-free code, design custom data storage structures with a minimalistic footprint, and build data pipelines using a streaming paradigm. You will also implement complex trading logic for the decision engine with the lowest possible compute time, and reimplement existing code using advanced CPU features like SIMD. Beyond writing code, you will help maintain the global hardware infrastructure that facilitates trading, getting involved in all aspects of the pipeline and different tech stacks, from hardware compositions and network design to 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 invoke and their cost
• Knowledge of x64 hardware and how to use it efficiently
• Understanding of what storage structures to select or implement given their use (time complexity)
• Ability to work with debuggers and profilers
• Operative coding experience (git, documentation)
• Ability to absorb from and provide knowledge to the team
• Experience with network engineering, including low latency networking hardware deployment or networking protocol implementations (nice to have)
• Experience with Big Data engineering and best practices (nice to have)

Responsibilities

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

Benefits

• Discretionary bonus
• 25 vacation days
• Allowance for commuting expenses
• Yearly office trip(s)
• Fitness allowance
• Friday afternoon drinks
• Weekly massages
• Free lunch