We've been developing trading software for our partner - a top-tier hedge fund - for over 10 years.
Now we are expanding the Market Data team to further enhance our quantitative trading.
We are looking for a mature and independent C++ Developer.
We value quality over time-to-market. And focused independent work with less frequent meetings.
Developing systems, interfaces, and tools for historical market data and trading simulations that increase research productivity
• Designing and implementing a low latency high-frequency trading platform, which includes collecting quotes and trades from and disseminating orders to exchanges around the world
• Optimizing this platform by using network and systems programming, as well as other advanced techniques to minimize latency
• Helping build and maintain our automated test and benchmark framework, risk-management, performance-tracking, and other tools
• Testing, implementing, and benchmarking different feed handlers (internal and external) on different hardware offerings and settings (e.g. Solarflare, Mellanox NICs, different switches, different compilers and compiler flags, different OS options, etc.)
• Support and management of both enterprise and latency sensitive realtime market data environments, including management of internal, vendor, and exchange-initiated changes.
• Design and engineering of components to automate support and management capabilities for the market data platform, including monitoring, realtime and historic metrics collection/visualization, and administrative functions including self-service user facing tools.
• Liaison with users of the market data environment, including Portfolio Managers, trading desks, and core technology teams.
• Enhancement of processes and workflows related to operation of the market data platform, such as release deployment, incident management and remediation, exchange notification handling, defining and enforcing SLAs
MUST
Strong background in data structures, algorithms, and object-oriented programming in C++
• Good understanding of Linux system internals and networking
• Deep understanding of CPU architecture and the ability to leverage CPU capabilities
• Able to prioritize in a fast moving, high pressure, constantly changing environment; Good sense of urgency and ownership
• Believer and practitioner of extreme leadership and accountability
• Effective communication and relationship management skills: The candidate will be expected to work closely with business and technology users to understand their current and future needs
• Knowledge of any other development language, including Java, Python, or Perl and shell scripts
• Technical background in application development on complex market data systems (i.e. Bloomberg, Thompson Reuters, etc)
• Strong understanding of market data concepts and functionality, such as data models (fields/messages), protocols (e.g. snapshot + delta), order book representations (e.g. L1/L2/L3), recovery and reliability.
• Ability to prioritize in a fast moving, high pressure, constantly changing environment.
• Demonstrate thoroughness and strong ownership of work through a detail-oriented approach.
Experience of monitoring, metrics and command/control functionality for distributed market data platforms; ability to evaluate existing solutions and drive enhancements through coordination of development and operations teams.
• Hands on Site Reliability Engineering or DevOps skills, including system administration, automation, measurement, release / deployment management
• Technical experience supporting market data environments within a global organization, including both internally developed DMA feed handlers and distribution infrastructure
Luxoft DXC
2000
Luxoft, a DXC Technology Company is a global digital strategy and software engineering firm with over 17,000 international employees within its 58 offices in 29 countries. It is headquartered in Zug, Switzerland.
In January 2019, Luxoft was acquired by U.S. company DXC Technology. Luxoft partnered with LG Electronics to create a next-generation Autonomous Mobility concept vehicle that integrates consumers' personalized digital lifestyles into a driving experience. Luxoft enabled Switzerland's first Blockchain based e-vote platform with the City of Zug and Hochschule Luzern's Blockchain Lab.
Luxoft, a DXC Technology Company is a world-renowned company. It has been present on the Polish market for over 13 years. We have offices in Krakow, Warsaw, Wroclaw, and Gdansk. We employ over 2,000 professional experts carrying out projects for over 100 clients from the financial, automotive, medical, tourist industries, etc. We work for many international clients, including the USA, Great Britain, and Switzerland.
So far, Luxoft Poland has made a name for itself as a company that offers work on innovative projects, we offer various experiences in the field of IT, opportunities for rapid development, an extensive training program, and attractive benefits for employees.
At present, 62% of Luxoft Poland employees come from Poland, and 38% from around 50 countries, including Ukraine, Brazil, India, Turkey, Spain, Portugal, Italy, Romania, USA, etc.
At Luxoft, a DXC Technology Company almost 80 percent of employees are experts with the "Senior" experience level, with at least five years of experience. We care about our employees, so every day we try to provide them with the best possible conditions for work and development.
Technology is our passion! We focus on top engineering talent means that you will be working with the best industry professionals from around the world. Because of that, Luxoft is a global family with an epic atmosphere – we love what we do!