C++ Software Developer (Exchange Connectivity)

• Develop C++ applications that connect to crypto currency exchanges and cryptocurrency protocols and provide normalised exchange access to our auto trading applications
• Become a domain expert in 2-3 exchange systems cryptocurrency protocols. Apply this expertise to improve the trading performance of our own systems and/or to request improvements to exchange systems
• Be accountable for the deployment, monitoring and management of connectivity solutions for the exchanges you’ve become an expert in. Help troubleshoot other exchange connectivity as required
• Optimise applications for microsecond latencies and efficient utilisation of scant messaging bandwidth
• Help engineer internally developed middleware and messaging protocols, improving reliability, scalability, throughput and latency
• Collaborate with traders and strategy Developers to analyse logs and build tools to assist in the analysis of execution performance
• Develop ancillary trading system infrastructure in python as required
• Create tools to automate the configuration, deployment, monitoring and troubleshooting of trading system components
• Engage with the team during system design discussions, code reviews, trading idea brainstorms and daily office banter.

Description

• A software engineer with 3+ years experience in developing clean, maintainable and performant code in C++ on linux
• Experience profiling C++ code with any of cachegrind, valgrind or other profiling tools
• A thorough understanding of network programming: UDP, TCP, TLS, Websockets
• Bonus points will be awarded to candidates who have developed websocket execution for any of the top 10 cryptocurrency exchanges and who can articulate the challenges they faced
• You can find the balance between delivering clean, testable, reliable code and rapidly deploying new system features to take advantage of market opportunities
• You are reliable, take pride in delivering robust software and are willing to be on call to support the systems you develop

What we are looking for

• Experience with high transaction, latency optimised, distributed systems
• Experience configuring and monitoring Linux machines
• Experience with inter process messaging using shared memory
• Experience with cloud computing infrastructure such as AWS
• Experience developing high performance exchange connectivity software, for market making in traditional markets.