HFT – Market Data Developer recruitment
Our client is a proprietary trading firm headquartered in New York. They specialize in all aspects of algorithmic trading. The current role is a Market Data Developer. Note initially this is a pure developer position. Opportunities to grow into a quant or strategy role will exist over time.
The role includes
- Developing low latency venue market data feed handlers and consolidated/aggregated feeds.
- Developing regression tests and managing deployment of his/her own software.
- Initial (first year) project involving microwave radio, HFT, and microsecond-level latency considerations.
- Project will grow and expand as we commercialize products
- Potential to work on other areas after the market data project is stable/steady state.
- May involve embedded systems programming or hardware development in the future. VHDL/Verilog would be a plus not but not required.
Requirments include:
- C++ development experience (multithreading, systems programming, etc)
- Must be Comfortable with gdb, x86_64 assembly, multithreaded/multicore programming, etc.
- Must have written market data feed handlers before in HFT, ideally in C++.
- Must be familiar with ITCH, PITCH, UTP, FIX/FAST, and other exchange market data protocols across multiple asset classes.
- Must be comfortable doing some onboarding and integration assistance for market data customers.
- Must be mostly autonomous, should not need to be managed/micromanaged.
- Must be familiar with Ethernet, IPv4, UDP, TCP, SNMP, multicast, etc. protocols and technologies.
- Linux sysadmin experience is a huge plus. University / academic Linux sysadmin/systems programming experience is a plus.
- Network admin experience is also a plus.
- Experience handling complete software development lifecycle is a plus (planning, architecture, implementation, deployment, support).
- Exposure to PostgreSQL/MySQL, HDF5, and R is a plus.
This is a great opportunity to join a growing firm and take your career to the next level. Compensation and benefits are very competitive. The firm will sponsor for visas.
September 3, 2012
• Tags: HFT, Information Services careers in the USA, Market Data Developer recruitment • Posted in: Financial