About our Client:
Our client focuses on financial trading software and technology, specifically dealing in US sotck, Options and Futures trading.
Key Responsibilities:
Design & Develop
- Build ultra-low latency trading systems using modern C++ (C++17/20) and Python for US equities and crypto markets.
- Implement efficient market data handlers, order execution gateways, and risk control modules.
- Develop backtesting and simulation frameworks to support quant research and strategy development.
Performance Optimization
- Profile and tune code for sub-millisecond performance and high throughput.
- Minimize network, kernel, and serialization overheads in critical execution paths.
- Optimize order routing and feed handling for multiple venues and protocols (e.g., FIX, native APIs, WebSocket).
Collaboration & Integration
- Partner with quant researchers to integrate trading strategies into production systems.
- Work closely with infrastructure teams on bare-metal deployments, low-latency networking, and time synchronization (e.g., PTP).
Monitoring & Reliability
- Build robust fault-tolerant systems with real-time logging, monitoring, and alerting.
- Ensure high availability and disaster recovery mechanisms.
- Work timing needs to cater to US trading hours (3pm to 12am Malaysia time)
Key Requirements:
Technical Skills
- Expert-level C++17/20 and Python programming, including multi-threading, lockfree
data structures, and template metaprogramming.
- Experience with low-latency optimizations (NUMA, kernel bypass, RDMA, DPDK, TCP/UDP tuning).
- Strong understanding of market microstructure for US equities and crypto venues.
- Familiarity with market data protocols (ITCH, OUCH, FIX, WebSocket APIs) and exchange-specific APIs.
- Experience with real-time data processing and event-driven architectures.
Quant & Trading Knowledge
- Understanding of mid/high-frequency trading strategies, order types, and execution algorithms.
- Familiarity with risk management and position tracking in real time.
Infrastructure & Tooling
- Proficiency in Linux systems programming and network programming.
- Experience with build systems (CMake, Bazel), profilers, and debuggers (gperf, perf, valgrind).
- Knowledge of cloud-native and on-prem deployments is a plus.
Education & Experience
- Bachelor's/Master's in Computer Science, Electrical Engineering, or related field.
- 3-7 years of experience in low-latency trading systems or HPC environments.