Core Developer - Matching Engine Team

Team: Core Development

Location: Dallas, TX

Commitment: Full Time

Workplace Type: hybrid

What you will do in the role

• Design, develop, and maintain low-latency trading systems that ensure efficient and secure execution of equity trades. 
• Work on matching engines, order routing, and market data distribution systems to optimize trade execution performance. 
• Build systems to process millions of transactions per second with minimal latency and maximum throughput. 
• Implement real-time processing pipelines for financial data, ensuring high accuracy and consistency in time-sensitive environments. 
• Conduct latency analysis, performance benchmarking, and system optimization using advanced profiling techniques. 
• Collaborate with exchange operations teams, traders, and other developers to meet the rigorous performance demands of equity markets. 
• Manage and optimize network protocols for market data distribution, including the handling of TCP/IP and UDP connections for rapid data dissemination. 
• Develop robust systems to handle bursty, high-throughput market conditions, ensuring fault tolerance, high availability, and minimal downtime.
• Implement low-latency algorithms and strategies for trade execution while ensuring compliance with exchange regulations.

Required Skills

• Expert proficiency in low-latency programming, especially with modern C++, Java and Kotlin 
• In-depth knowledge of multi-threading, concurrency, and parallel programming to develop efficient real-time systems. 
• Extensive experience with high-frequency, low-latency software systems, ideally in financial markets, exchanges, or trading environments. 
• Strong understanding of network programming and socket communication (e.g., TCP/IP, UDP) for market data distribution and order execution. 
• Familiarity with matching engines, order books, and equity trading protocols (e.g., FIX, OUCH, ITCH). 
• Experience optimizing software for low-latency I/O, memory management, and CPU cache utilization. 
• Knowledge of kernel bypass techniques such as DPDK, RDMA, or TCPDirect for minimizing network latency. 
• Experience with Linux tuning and real-time operating systems to enhance system performance. 
• Proficiency in latency measurement and profiling tools (e.g., perf, gdb, Valgrind) for analyzing and optimizing system performance. 
• Familiarity with distributed systems, message buses, and event-driven architectures for building scalable, fault-tolerant applications. 
• Understanding of financial markets, equity instruments, and market microstructure. 
 

Preferred Qualifications

• Knowledge of high-frequency trading environments or other asset classes beyond equities. 
• Familiarity with low-latency storage solutions for market data. 
• Knowledge of Reg NMS and other regulatory requirements related to equity trading
• Strong analytical and problem-solving abilities, particularly under high-pressure situations. 
• Attention to detail with a strong focus on precision and performance. 
• Ability to communicate complex technical concepts to both technical and non-technical stakeholders. 
• Team player with a collaborative mindset, but able to work independently on complex tasks. 
• Adaptable to the fast-moving, dynamic nature of financial markets and technological innovation.