Summary: A global, multi-billion dollar quantitative trading firm is searching for a Market Structure Optimization Engineer for their new Market Structure Analytics team. This firm takes a unique, scientific approach to HFT. With one of the most sophisticated computing environments and their exceptional talent, they are leading the world of algorithmic trading.
Key Responsibilities:
- Evaluate time series network & exchange protocol captures
- Understand specific markets, work with exchange counterparts, and attend conferences
- Research exchange features, capabilities, & architecture
- Automate collection & visualization of metrics that quantify effectiveness of exchange communication
- Perform controlled experiments that measure impact of calculated changes to trading infrastructure
- Enhance fill rate of the hardware-based trading strategy
- Decrease cancel-reject responses
- Investigate latency-sensitive exchanges
Key Qualifications:
- 4 Years of Relevant Experience
- Degree in Data Analytics
- Experience with Python, Pandas, & Numpy/Scipy
- Experience with Real Time Exchange Market Data & Order Entry
- Experience in Latency Reduction
- Knowledge of TCP & UDP Network Protocols
- Knowledge of Proprietary Trade & Exchange Technologies
Top Benefits:
- Competitive Sign-On + Performance Bonus, 401K, & Insurance
- Casual Dress Code
- Daily Chef-Prepared Breakfast & Lunch
- Healthy Office Snacks + Coffee Bar + Beer/Wine Fridge
- On-Site Cardio & Weight Room, Yoga Classes, & Group Workouts
- Standing Happy Hour, Team Dinners, & Company-Wide Trip
- Generous Vacation/PTO
- A Great People-First Culture
If interested, don't hesitate to apply!
