Senior Software Engineer C++

Responsibilities

• Implement market data feed handlers interfacing to exchanges and vendors and normalize into internal protocols
• Responsible for the implementation and enhancement of low-latency book building logic supporting both aggregated price levels and market by order feeds
• Develop order entry gateways communicating directly with exchanges or vendors to support bi-directional order flow, normalizing into internal protocols
• Implement exchange protocol simulators, to support use of production gateway binary in UAT running against simulated exchange
• Create Price Caches with co-mingled market data and order entry to support trading in FX/Futures/Fixed Income venues
• Responsible for enhancement of low-latency order management logic
• Contribute to the evolution and enhancement of trade engine frameworks for the implementation of trading strategies
• Contribute to the evolution of messaging layer to support efficient low-latency trading

Qualifications

• Expertise in Linux C++ Trading Systems Development
• Proficiency with Software Engineering principles including code management with Git/repo/branches, unit testing frameworks, gdb debugger, valgrind, etc.
• Bachelor's/Master's of Science in an Engineering, Computing, or Science discipline
• 7-years Professional experience in software engineering
• Proficient in Linux system commands and networking concepts
• Experience in scripting languages such as Python, bash
• Experience in one or multiple of the following: FX, Futures and/or Fixed Income