HFT - Market Data Developer


Company:: Fusionfind LLC
Location:: New York City, NY
Job Type:: Full Time
Category:: Hedge Funds


Posted:: 3/28/2013

Related Jobs

APPLY NOW

Job Description

Our client is a proprietary trading firm headquartered in New York. They specialize in all aspects of algorithmic trading. The current role is a Market Data Developer. Note initially this is a pure developer position. Opportunities to grow into a quant or strategy role will exist over time.

The role includes

Developing low latency venue market data feed handlers and consolidated/aggregated feeds.
Developing regression tests and managing deployment of his/her own software.
Initial (first year) project involving microwave radio, HFT, and microsecond-level latency considerations.
Project will grow and expand as we commercialize products
Potential to work on other areas after the market data project is stable/steady state.
May involve embedded systems programming or hardware development in the future. VHDL/Verilog would be a plus not but not required.

Requirments include:

C++ development experience (multithreading, systems programming, etc)
Must be Comfortable with gdb, x86_64 assembly, multithreaded/multicore programming, etc.
Must have written market data feed handlers before in HFT, ideally in C++.
Must be familiar with ITCH, PITCH, UTP, FIX/FAST, and other exchange market data protocols across multiple asset classes.
Must be comfortable doing some onboarding and integration assistance for market data customers.
Must be mostly autonomous, should not need to be managed/micromanaged.
Must be familiar with Ethernet, IPv4, UDP, TCP, SNMP, multicast, etc. protocols and technologies.
Linux sysadmin experience is a huge plus. University / academic Linux sysadmin/systems programming experience is a plus.
Network admin experience is also a plus.
Experience handling complete software development lifecycle is a plus (planning, architecture, implementation, deployment, support).
Exposure to PostgreSQL/MySQL, HDF5, and R is a plus.

This is a great opportunity to join a growing firm and take your career to the next level. Compensation and benefits are very competitive. The firm will sponsor for visas.

APPLY NOW