3 days per week on site
12 month contract
Responsibilities
- Design, develop and maintain high-performance, ultra-low-latency trading applications and market data distribution systems
- Build and support pricing tick infrastructure, pricing streams and pricing execution components
- Deliver low-latency network programming and kernel bypass solutions on Linux
- Integrate, optimise and distribute real-time market data across 70+ proprietary direct feeds (EMEA, US Options, MiFID II market structures)
- Profile and troubleshoot latency, and tune applications, JVMs, CPUs and network stacks
- Work with market data protocols including Refinitiv ETA, Denali, MPAC and Beacon
- Manage deployments and tooling through # pipelines
- Support knowledge transfer and handover from the outgoing vendor team
- 5 to 10 years of software engineering in HFT, electronic trading, or ultra-low or low-latency environments
- Strong core Java, with proven low-latency engineering (the primary skill, per Evgen)
- Low-level memory management, including off-heap and Java Unsafe
- GC tuning and CPU tuning (for example affinity and pinning)
- Experience on trading platforms: pricing ticks, pricing streams, order and execution flow
- Deep Linux knowledge, including kernel bypass and low-latency network programming
- Strong profiling, performance tuning and troubleshooting
- A track record at global banks, hedge funds or HFT firms (this also decides whether the CV skips the TI)
- C++, ideally in a mixed Java and C++ environment. Evgen called this “rather nice to have” but “highly beneficial”, even though the JD lists it as essential
- EMEA, US Options and MiFID II market structure, direct exchange feeds
- Event-driven and distributed systems, hardware and software co-design
- Hardware timestamping, network telemetry and advanced monitoring
- CI/CD, automated testing and DevOps for low-latency builds
- An ownership-driven approach on busy trading floors
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