Quant Developer
Leading Prop Trading Firm
London
Our client, a leading prop trading firm based in London, are looking for a Quant Developer to join their high performance team.
As quantitative developer your aim is to improve their trading stack in any way to make the firm’s trading strategies more competitive and profitable. In a high-frequency trading environment this often means to improve the end to end latency of their trading platform or to increase the scalability and precision of execution of their trading strategies.
Requirements
Responsibilities
Your main responsibilities are developing and rapidly evolving their main software components:
- Develop low latency trading engine and strategy runtime
- Develop market data distribution platform (internal binary protocols)
- Develop and maintain exchange API connectivity and robust exchange connectors
- Full automation around deployment and monitoring of a 24/7 trading system
- Continuous profiling of trading system and strategy latency
- Understand and reverse engineer exchange architectures
Developers collaborate directly with traders and researchers, allowing for immediate reaction to market changes and fast iteration of live trading engines
Skill
- Experience writing low latency Java / C++ applications and architectures. HFT industry preferred but telecom and gaming industry experience also welcome
- Ability to get the best performance out of application and networking stack of on-premise and cloud environment
- Ability to benchmark, profile and trace full applications on Linux
- Ability to find and resolve latency and throughput bottlenecks
- Excited to pick up new skills to solve difficult problems (examples: eBPF, XDP, Intel PT)
- The ideal profile has experience in the HFT industry combining software development and networking skills (TCP / UDP / multicast / WebSocket / HTTP).
While the firm is language agnostic, their current trading stack is mostly written in Java.