Low-Latency Engineer

About the Position

We are looking for a Software Engineer with experience in high-performance, low latency systems. You'll work closely with our quantitative researchers and developers, taking a holistic approach to design and optimize our fast-trading systems.

We build systems primarily in OCaml with only small amounts of C and C++, but you don't need any experience with OCaml in particular (we can teach it to you) or knowledge of the financial markets. The most important qualification is experience with low level systems programming and optimization, whether it is in C, C++, or any other language.

About You

• Experience with low level systems programming and optimization, and working on network applications that require extremely low latency and high throughput

• Can understand, interpret, and improve application performance through hardware performance counters and other profiling tools

• Has a thorough understanding of modern computer architecture and can talk to others about it; for example, can you describe modern x86 AMD and Intel cache hierarchies?

• Some experience with fast-packet processing in user space and common kernel-bypass implementations would be ideal (such as Solarflare OpenOnload/TCPDirect/ef_vi, Exablaze, InfiniBand verbs, DPDK)

• Experience working around the performance challenges of languages with a managed runtime (such as Java or C#) and familiarity with a typed functional language are a plus