About the Position
Our client is looking for a Software Engineer with experience in high-performance, low-latency systems. You’ll work closely with quant researchers and developers, taking a holistic approach to design and optimise fast-trading systems.
Systems are built primarily in OCaml with only small amounts of C and C++, but you don’t need any experience with OCaml (we can teach it to you) or knowledge of the financial markets. The most important qualification is experience with low-level systems programming and optimisation, whether it is in C, C++, or any other language.
- Experience with low-level systems programming and optimisation, and working on network applications that require extremely low latency and high throughput
- Can understand, interpret, and improve application performance through hardware performance counters and other profiling tools
- Has a thorough understanding of modern computer architecture and can talk to others about it; for example, can you describe modern x86 AMD and Intel cache hierarchies?
- Some experience with fast-packet processing in user space and common kernel-bypass implementations would be ideal (such as Solarflare OpenOnload / TCPDirect / ef_vi, Exablaze, InfiniBand verbs, DPDK)
- Experience working around the performance challenges of languages with a managed runtime (such as Java or C#) and familiarity with a typed functional language are a plus
- Fluency in English required.