Senior Engineer/Electronic Trading
Harris Allied, New York City, NY, United States
Global financial services industry leader has an immediate need for a Senior Engineer with experience building low latency, electronic trading platforms, and infrastructure to join their growing Algorithmic Trading Platform team. They will contribute to the delivery of high-availability, low-latency technology supporting client-facing trading algorithms, smart order routing, trader workflows, and will partner with Algo Developers, Product, and Technology teams to deliver best-in class trading solutions for institutional traders on a global basis.
This individual will have current trading solutions development experience including solid hands-on Java skills and experience building and optimizing low-latency trading systems using hardware acceleration, GC free programming, quantitative analytics, market signal events, and statistical analysis.
Responsibilities
- Create and engineer solutions that achieve ultra-low latency performance, seamlessly accommodating high-volume trading days, while maintaining reliability and data integrity.
- Contribute to the SDLC including design, development, integration, automated testing, optimization, and maintenance.
- Optimize trading system performance by minimizing latency, optimizing code execution, and leveraging hardware acceleration.
- Partner with hardware engineers to design and integrate low-latency hardware solutions, such as accelerators and network cards.
- Conduct performance testing and analysis using hardware and software profiling tools such as JVisualVM, JProfiler, or YourKit to identify and address bottlenecks and inefficiencies.
- Monitor and maintain the stability and reliability of the trading platform, including troubleshooting and resolving technical issues related to hardware and software interactions.
- Integrate advanced cache coherence methodologies and fine-tune cache usage across L1, L2, and L3 caches to significantly boost data retrieval efficiency and drastically decrease latency within the system.
- Optimize the utilization of hardware resources by strategically managing CPU affinity and thread scheduling in multi-core environments.
Experience
- Proven experience (7+ years) in developing low-latency trading systems or high-frequency trading platforms using hardware acceleration and performance optimization.
- Proficiency with low-latency Java libraries such as Chronicle and other specialized Java collections like Eclipse, JCTools, etc., demonstrating a deep understanding of efficient data handling and processing in high-performance computing environments.
- In-depth knowledge of GC-free programming techniques, including object reuse, memory management, lock-free data structures, and minimizing memory allocations.
- Knowledge of algorithmic trading strategies, order types, market microstructure, and electronic trading platforms.
- Understanding of cache coherence protocols and cache optimization techniques for low-latency data access.
- Experience with CPU affinity, thread management, and multi-core optimization for high-performance computing.
- Experience with low-latency messaging protocols and technologies, such as UDP, TCP/IP, or multicast.