Software Engineer - High Frequency Market Data (Digital Assets)

London, United Kingdom

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Two Sigma is a financial sciences company, combining data analysis, invention, and rigorous inquiry to help solve the toughest challenges in investment management, insurance technology, securities, private equity, and venture capital.

Two Sigma Securities (TSS) is the systematic market-making and trading arm of Two Sigma. TSS brings a scientific approach to trading and risk management to make markets more efficient. Our team trades globally across a variety of asset classes, leveraging our high performance trading system to regularly execute over a billion shares per day. We value the insights of our colleagues and encourage them to innovate and shape their work agenda. New joiners use our proprietary platform to work on diverse projects. From building next generation trading technologies and researching novel AI and machine learning techniques to enhancing our strategies and deploying automation, our team is pushing the frontier in systematic trading.

We are seeking a world-class engineer to join our high-frequency market data (HFMD) team to focus on building out a best-in-class crypto market data platform. This individual will work directly with the trading and modeling team to build a market data platform that is efficient, robust, and capable of handling the ever-increasing bandwidth of market data.

Ideal candidates will have prior experience building low latency market data systems for crypto exchanges. 

You Will Take On The Following Responsibilities

  • Build and expand our market data system, including supporting new venues for trading

  • Solve low-latency systems problems and optimize performance-critical code

  • Develop, optimize and strengthen the historic market data pipeline, including tools that monitor system health and improve its resiliency to errors

  • Work with trading teams and modelers to improve the research and simulation development lifecycle

You Should Possess The Following Qualifications

  • Development experience in systems engineering on Linux

  • Coding experience with the C programming language (familiarity with C++, Java or Rust are good, too)

  • Education in computer engineering, computer science or electrical engineering

  • Familiarity with Python and Bash scripting

  • Familiarity with websocket protocols and cloudflare is a plus

  • An understanding of network and hardware architecture is a plus

  • No finance experience necessary

We are proud to be an equal opportunity workplace. We do not discriminate based upon race, religion, color, national origin, sex, sexual orientation, gender identity/expression, age, status as a protected veteran, status as an individual with a disability, or any other applicable legally protected characteristics.