Senior Java Algo Developer
Tradeweb · New York, NY · 2 days ago
Engineering$175k–$250k/yrFull-time
About the role
This is a highly hands-on role where you'll be writing production code alongside the team every day. You'll spend most of your time optimizing hot paths, designing new algorithm containers, and improving end-to-end latency. You will also own the algo pipeline: how strategies move from research and calibration through certification and into production.
Responsibilities
- Own latency and throughput end-to-end — from market-data ingest through strategy decisioning to gateway egress. You set the bar and the budgets, and you measure them.
- Design and implement new algorithmic order types and synthetic multi-leg execution logic, with fixed income as the current anchor and new asset classes coming online as the roadmap expands.
- Profile and tune the JVM hot path — GC behavior, allocation patterns, lock-free concurrency, off-heap memory, mechanical sympathy. JFR / async-profiler / flame graphs are daily tools.
- Operate the algo pipeline — version control, certification harness, backtesting and shadow-trading frameworks, and post-trade analytics for strategy health.
- Partner with our in-house quant team — translate their signals and research into algorithmic designs and deterministic, production-grade execution code. You don’t need to be a quant; you need to work fluently with them.
- Maintain venue connectivity — FIX-based client gateways, exchange-direct integrations, ECN and venue connectors, and new asset-class connectivity as the platform expands.
- Modernize legacy services from Java 8 onto current LTS — sequence the migration without disrupting trading flow and bring older modules onto the same standards as the rest of the platform.
Requirements
- 8+ years building production Java systems, with at least 4 years in latency-sensitive trading infrastructure (HFT, market making, execution algos, low-latency OMS/EMS, or equivalent).
- Demonstrated JVM optimization for microsecond-to-low-millisecond latency budgets: GC tuning (G1, ZGC, Shenandoah, or Azul Zing), JIT behavior, escape analysis, allocation profiling, and lock-free concurrency primitives.
- Deep experience with high-performance messaging and IPC — Aeron, Chronicle Queue / Chronicle Map, LMAX Disruptor, or equivalent — and binary wire formats such as SBE, FlatBuffers, or proprietary.
- Production FIX experience across 4.2, 4.4, 5.0 SP2, and FIXT, with hands-on use of a Java FIX engine (QuickFIX/J, Fix Antenna, or proprietary).
- Comfortable extending custom tags and managing session-level concerns.
- Tick-store / time-series market-data systems — capture, persistence, deterministic replay, and use in research and backtesting workflows.
- Complex-event-processing (CEP) for strategy hosting — instrument lifecycle, order state machines, leg-by-leg synthetic execution, and deterministic strategy containers.
- Exchange-grade order management and execution — OMS/EMS internals, smart order routing, pre-trade risk (limit checks, fat-finger guards, kill switches), and post-trade reconciliation.
- Working familiarity with C# / .NET — several adjacent tools in our stack are .NET-based; you can read, debug, and occasionally contribute.
Qualifications
- Institutional electronic trading across multiple asset classes — fixed income, listed derivatives, equities, FX, or crypto.
- Breadth across asset classes is a meaningful plus.
- Crypto execution experience: spot connectivity (Coinbase, Binance, OKX, Kraken), CEX/DEX routing, perpetual futures, or basis trading across venues.
- Hands-on colo operations in major financial data centers (e.g., AUR, NY4, LD4, TY3, FR2).
- Exchange-direct market data and order entry: CME MDP3 / iLink, ICE eFix, Eurex ETI/EOBI, NASDAQ ITCH/OUCH, or equivalent venue-native protocols.
- Kernel-bypass networking (Solarflare/Onload, DPDK, eBPF) and OS-level tuning — CPU isolation, IRQ pinning, hugepages, NUMA awareness.
- Experience with deterministic simulation, event-driven backtesting frameworks, and TCA / execution-quality measurement.
Preferred Qualifications
- Hands-on colo operations in major financial data centers (e.g., AUR, NY4, LD4, TY3, FR2).
- Exchange-direct market data and order entry: CME MDP3 / iLink, ICE eFix, Eurex ETI/EOBI, NASDAQ ITCH/OUCH, or equivalent venue-native protocols.
- Kernel-bypass networking (Solarflare/Onload, DPDK, eBPF) and OS-level tuning — CPU isolation, IRQ pinning, hugepages, NUMA awareness.
- Experience with deterministic simulation, event-driven backtesting frameworks, and TCA / execution-quality measurement.
Benefits
- Health Insurance: Highly competitive medical, dental, and vision programs
- Hybrid Environment: Our employees have the flexibility of working in the office and from home.
- Health Care and Dependent Care Flexible Spending Accounts: You may elect to set aside pre-tax earnings to pay for eligible health care and dependent day care expenses for you and your eligible family members.
- Maven Family Building Benefit: Maven offers support for fertility and preconception; pregnancy and post-partum; adoption; surrogacy and pediatrics for children up to age 10. Tradeweb provide a $10,000 lifetime reimbursement towards fertility, egg freezing, adoption and surrogacy expenses.
- Building Wealth - 401(k) Savings Plan: Employees are immediately eligible for the 401(k) plan. Participants may contribute up to 75% of eligible compensation into a traditional 401(k) and/or Roth 401(k). Tradeweb will match 100% of the first 4% of compensation that you contribute.
- The current pay range for this role is currently $175,000 to $250,000 per year, based on a regular, full-time schedule.
- This role will also be eligible to participate in Tradeweb’s discretionary bonus program.