Developer
All of these systems have a fundamental dependence on accurate and real-time market data updates, from many trading venues. This data needs to be processed, normalised, and distributed to many different apps and users; all of which is the responsibility of the Market Data development team.
The team is currently deploying the next generation system in production. The system is based on a proven high-performance proprietary framework, with excellent recovery and redundancy, delivering the required availability and reliability.
We currently have an open java development role in this team, to do any or all of the following:
•Development of the drivers that take direct exchange data over multicast or tcp/ip. Some of the new exchange systems have very high data rates, and we need to process these with minimal latency (measured in micro-seconds).
•Creating new value-added services on top of the raw market data feeds. It includes generation of aggregated market data from a combination of many different liquidity pools, which is central to maintaining our competitive advantage as market liquidity begins to shift into new trading venues.
•Improvement of latency and capacity of the system, covering network, operating system and code.
•Investigation of the latest hardware acceleration technologies, to ensure we maintain competitive advantage.
The system is developed globally, and we work closely with teams in other regions. At rates of 1 million ticks per second or more, knowledge of how software, operating system and hardware interact is critical, so experience with networks, network stack optimization and network programming in general will be very valuable.
The team is an integral part of a high energy front-office environment, interacting daily with traders. The successful candidate will need to be highly committed, and be able to build very close working relationships with both the business and support teams.
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