This role is a part of a team enhancing order management solution (team size: 6 developers).
We utilize co-located infrastructure and special hardware to access stock exchanges in real time.
This solution carries out high-frequency trading, executes rebalancing and takes autonomous control of trading in specific events.
Key focus areas for the team are:
- Further reduction of round trip latency which is already at the cutting edge
- Resiliency to rare events (e.g. if exchange is down)
- Improvement of scalability and tolerance to high load
• Review existing state and gain deep understanding of the project
• Contribute to architecture and design, come up with creative ideas where possible
• Contribute to functionality, potentially refactor select elements of the system
• 4+ years of C++ development experience.
• Solid experience in multithreading, network programming and low-latency.
• Experience with sockets, Boost, TCP, valgrind, make, messaging, real-time, line handler.
• Good communication skills.
Nice to have
• Domain knowledge in order management, Market Data, Equities, FIX, OUCH, ITCH, Nasdaq, NYSE, CME – highly desirable
English: B2 Upper Intermediate
If interested, please apply at Senior C++ developer (luxoft.com)