Job Description
As a Senior Software Engineer, you will play a critical role in the ongoing development, optimization, and scaling of our trading and simulation platform, which executes thousands of equity trades per week. This is an opportunity to work closely with a sophisticated quant team, combining software engineering excellence with deep insights into financial markets. Your ability to build maintainable, reusable components while collaborating across teams will ensure our platform evolves efficiently to meet the changing demands of the market.
Responsibilities
Maintain, enhance, and scale the core trading platform that communicates with various brokers through APIs and data formats.
Monitor execution of trading platform to ensure orders are placed and executed correctly
Collaborate with management and the quantitative research team to improve trading execution
Maintain and significantly enhance a trading simulation tool to reconcile simulated performance with realized trading
Design, build, and optimize systems for order management (bid/ask pricing, slippage, execution costs, P&L)
Implement robust, reusable, and scalable software solutions in Python to support trading operations
Contribute to the architecture of new features and functionalities, ensuring high performance and fault tolerance
Operate in an AWS-based environment, leveraging cloud infrastructure for computational needs
Qualifications
University Degree: In computational science, engineering, computer science or similar field
Python expertise: Proven experience in building specialized, scalable systems using Python
Proper Software Engineering Practices: Enthusiastic adoption and employment of unit testing, clean and readable code
Embrace Simple, Iterative Software Design: Build the Simplest Thing that Works first; iterate later to meet future requirements
Equity Market Trading Knowledge: Knowledge of trading equity securities on US equity exchanges, including bid/ask pricing, slippage, execution frictions, and P&L estimation.
Order Management Systems (OMS): Familiarity with order routing, trade reconciliation, and algorithmic trading is a plus.
AWS Experience: Strong knowledge of AWS services and infrastructure management.
English Communication Skills: Excellent written and verbal communication in English.
Availability: Willing and able to work during the overlapping time window of 7 AM β 11 AM Eastern Time.
Market Microstructure (Plus): Experience with optimizing execution to minimize slippage and transaction costs is highly desirable.
- DevOps Experience (Plus): Practical knowledge of terraform, docker and other tools used for deployment of infrastructure and code to cloud platforms.