Software Engineer
Hong Kong
Our client is an elite High-Frequency Trading firm, specializing in FPGA-hardware-accelerated ultra-low-latency trading, where a handful of nanoseconds can make the difference between profitability and loss. Their trading systems are primarily developed in C++ and operate on Linux, interfacing with and controlling the FPGA designs written in System Verilog.
Tasks:
- Market connectivity, instrument metadata, book building, trading signal generation, order management, position management, trading algo strategy implementation, pricing, risk calculations, hedging, volatility curves, historic trade reporting or analysis, messaging, GUIs
- Low-level peripheral (FPGA, Solarflare) interfacing
- Performance profiling and optimization
- Architecture/design review and evolution
- Build and CICD
- Monitoring and operations; automation, visualization, statistics
- Software & hardware research, evaluation, procurement & shipping, integration
- Liaising with exchanges and brokers and remote-hands at data-centers for upgrades, maintenance, etc.
- Utilizing networking, Linux, Windows, and Systems engineering support as helpful, but also configuring and cabling switches, servers, GPS grandmaster clocks, and other devices ourselves at times
- Great systematic problem-solving and investigatory skills, including algorithmic thinking
- Demonstrated ability to deliver C++ systems with an emphasis on reliability, maintainability, productivity, scalability, and performance
- Knowledge of modern C++ best practices for utilizing variadic templates & parameter packs; move semantics / forwarding; concepts; CRTP; traits, policies, and tag-types; tuples/variants visit/apply etc.; the pImpl idiom; lambdas; custom streaming operators; constexpr; auto; lambdas, and macro hackery.
- Architecture / Design knowledge (especially for more senior candidates)
- Hands-on ability to apply common Design Principles, Design Patterns, how to design for testability
- Bachelor’s degree or higher in a computing or quantitative field, or equivalent additional experience