Software Engineer - Low Latency Systems

The Latency Critical Trading team seeks a software engineer who is excited to architect, design, and implement low latency C++ systems that are robust, resilient, accurate, stable, and blindingly fast. By building and maintaining this high-performance infrastructure, this developer will help to position Millennium as a leader in the field of quantitative trading. You will shape the future of this industry while you work alongside other exceptional programmers and strategists to solve some of the most significant engineering problems in the world.

Responsibilities:

• Assisting in the development of a tick by tick backtesting research platform and exchange simulation
• Collaborating with hardware and software developers across divisions to build ultra-low latency trading systems #
• Contributing towards the team’s technical direction by driving new initiatives
• Developing and optimizing large-scale parallel computation problems that requires large quantities of data shared across resources
• Developing systems, interfaces, and tools to 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.)
• Working closely with trading teams to gather requirements and develop solutions in a fast-paced environment
• Working with development and support teams to adapt to exchange technical upgrades

Key Requirements:

• A degree in computer science or a related field
• A strong background in data structures, algorithms, and object-oriented programming in C++
• Strong template, meta programming, and generic programming knowledge a plus.
• Comfortable with new features of C++17 and C++20
• Strong understanding of low-latency and real-time system design and implementation
• Good understanding of Linux system internals and networking
• Deep understanding of CPU architecture and the ability to leverage CPU capabilities
• Strong financial experience across multiple asset classes, particularly Options knowledge
• Strong understanding of multiple trading venue protocols and unique behaviors (for both Market Data, and Order Entry, with a focus on Market Data) Knowledge of any other development language, including Java, Python, or Perl and shell scripts (a plus)