Job Description
Low Latency C++ Engineer - Trading Systems (Austin)
- Proprietary trading firm in Austin, operates in global capital markets.
- Technology-focused environment, fast-paced with excellent career growth potential.
- Focuses on automated market making and quantitative trading.
- Emphasizes high-speed, low-latency algorithmic strategies.
- Values ownership, collaboration, and a meritocratic structure.
- Test-driven development and high-impact work are core principles.
- Slogan: "Keep it simple stupid."
- Trades delta-1 products, futures, equities, and ETFs.
- Utilizes fully automated trading strategies.
- Looking for detail oriented engineers.
Responsibilities:
- Develop ultra-low latency C++ applications for trading systems.
- Focus on order entry, market data, and execution.
- Optimize for lowest latency and highest throughput.
- Implement and refine algorithms e.g. sums, string/stream, scoring, priority queues.
- Manage concurrency with sequence locks and memory barriers.
- Optimize STL container usage (vector, unordered_map, deque, list, map).
- Design custom, high-performance data structures.
- Enhance core order book and priority queue systems.
- Produce clean, tested, and documented C++ code.
- Collaborate with quants and trading professionals.
Required:
Core C++ & System Skills:
- Deep C++ expertise: memory, concurrency, low-level systems.
- Algorithm and data structure proficiency: heaps, queues, lock-free.
- Performance optimization: pipelining, cache, profiling, system tuning.
- Compiler awareness.
- Branch prediction and code layout.
Trading Systems & Infrastructure:
- Trading systems understanding: order books, market data.
- Template-based configuration and memory allocation.
- Concurrency: seqlocks, SPMC queues.
- Modern CMake practices.
- Testing, debugging, ABI compatibility.
Software Development Practices:
- Detail-oriented: clean, tested, documented code.
- Problem-solving: dissect challenges, create solutions.
Professional Attributes:
- Collaboration with quants.
- Results-driven: high-performance systems.
- Rapid learning: new technologies.
- Intellectual rigor: fundamental principles.
Bonus Points:
- Direct experience: designing order book or high-performance trading engine components.
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