Responsibilities:
- Understand the various exchange protocols using the documentation and design and implement the libraries to implement those protocols.
- Understand and implement ultra-low latency C++ software which can handle throughput as well as speed of operation.
- Engage with traders to find out the microstructure of the price formation.
- Get involved in technology improvement and better language/software adoption.
- Work on applications with special hardware. (FPGA/Solarflare)
Requirements:
- Creative problem-solving and analysis skills
- Open and ego-less communication skills
- A positive “never-give-up” attitude
- High sense of responsibility to finish and implement their work or project
- Ability to quickly test and validate any hypothesis or task
- A degree in computer science
- Minimum 2-3 years’ experience with market data or order entry connectivity for a major financial exchange
- Expertise in building low latency architecture
- A strong background in data structures, algorithms in C++
- Working knowledge of Linux and networks
- Good familiarity with recent version of C++ (C++14, C++17).
- Good to have: experience with Solarflare
- Good to have: knowledge of kernel modules especially tcp/ip stack
- Good to have: knowledge about cpu offload processing (GPU etc.)
