Job Location: 100 Avenue of the Americas, New York, NY 10013
Note: Company “Hybrid” work attendance policy: In-office work attendance required at the aforementioned office address for collaboration days based on each team’s requirement; telecommuting / working from home is permissible for remainder of the same month.
Duties: Design, extend, and develop/engineer highly performant C-based software systems for automated low-latency financial market trading with steady tail latency and high throughput across the trading day. Improve throughput and latency of core trading software system by analyzing historical software system logs via profiling tools to identify and address design flaws/issues in such systems. Develop/engineer and maintain a rich set of modeling software tools used for research purposes and feature enhancement, including enabling trading expansion on new venues/exchanges, guaranteeing correctness of new software features through full pipeline of unit test, integration test, and quantitative difference test. Maintain and enhance simulation software infrastructure and integrations with various external data sources and software platforms to build a simulation environment that’s highly coherent to a real trading production environment. Provide technical assistance to these software systems to ensure undisrupted trading activities.
Minimum education required: Bachelor’s Degree in Computer Science, Computational Data Science, or related Information Technology field.
Skills required: Must have knowledge of the following software skills and technologies: programming languages (C and Python); scripting languages (Bash); computer architecture; parallel programming on modern CPU architecture (X84-64); modern databases and SQL query language; ability to develop/engineer software applications with different network protocols and tools (multicast and RESTful); data structures and algorithms in the context of designing and developing/engineering a large-scale computer system that seeks low-latency and high throughput; version control system (Git); Unix/Linux operating systems; and software engineering build tools (GNU Make and CMake). Must also pass company’s required skills assessment.
Base salary: The base pay for this role will be between $165,000 and $325,000 per year. This role may also be eligible for other forms of compensation and benefits, such as a discretionary bonus, health, dental and other wellness plans and 401(k) contributions. Discretionary bonus can be a significant portion of total compensation. Actual compensation for successful candidates will be carefully determined based on a number of factors, including their skills, qualifications and experience.
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