Overview

The SPEED MFT Order Entry team seeks a software engineer to design and implement distributed, latency-sensitive Java systems. This role involves building and maintaining high-performance infrastructure to support systematic quantitative trading.

Job Description Summary

Responsible for Systematic Portfolio Execution technology, the area includes both infrastructure and application development pertaining to realtime intraday latency sensitive and non-latency sensitive OMS, trading, and execution, non-latency sensitive APIs and services, as well as trading monitoring and support functions.

Principal Responsibilities

• Collaborating with hardware and software developers across divisions to build realtime order entry processing and distribution 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

• Define processes and standards to be followed globally by the area

• Define, implement, and enforce SLAs, SLOs, policies, metrics and KPIs to proactively monitor the area

• Developing systems, interfaces, and tools for trading simulations that increase research productivity

• 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 OMS systems, brokers, and exchanges (internal and external) on different hardware offerings and settings

• 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

Qualifications/Skills Required

• Strong understanding of low-latency and real-time system design and implementation, in Java specifically

• Strong financial experience across multiple asset classes

• Deep understanding of memory management, garbage collection

• Significant experience with profiling and optimizing Java applications

• Academic or professional experience using AI engineering techniques to create software and systems

• Expertise in Linux system internals and networking

• Strong understanding of data structures, algorithms, object-oriented programming and excellent analytical abilities

• Deep understanding of concurrency and multi-core programming

• Excellent knowledge of testing framework including JUnit, Mockito, Cucumber

• Experience building high-performance, easily scalable distributed systems

• Deep knowledge of modern computer architectures (for example NUMA)

• Strong understanding of multiple trading venue DMA binary protocols and unique behaviors (for both Market Data and Order Entry, with a focus on Order Entry)

• Able to prioritize in a fast moving, high pressure, constantly changing environment; Good sense of urgency and ownership

• Believer and practitioner of transparency and accountability

• Effective communication and relationship management skills (client and vendor): The candidate will be expected to work closely with business and technology users to understand their current and future needs

• BA/BS degree in Computer Science or equivalent (MS preferred)

Desired

• Experience or working knowledge of C++

• Experience or working knowledge of Python

• Experience with OMS and overall execution pipelines

• Shell scripting

• Experience building no-GC Java applications and high performance JVMs like Zing

• Experience with (or willingness to learn) JavaScript

• Knowledge of cloud computing (AWS, GCP)

• Knowledge of Kafka, Spring Boot, Junit

• Knowledge of containers (Docker, Podman)

• Have a good understanding of algo back-testing facilities

• Previous experience with alpha strategies is a big plus

• General market knowledge of equities, options, SOR, VWAP, and alpha generating strategies is desired

Join us to shape the future of systematic quantitative trading and solve significant engineering challenges.