Описание вакансии от работодателя
Project description
Client is establishing a next-generation electronic trading and market-making platform across assets classes – Rates, Credit, and FX , with capabilities spanning in-house pricing, real-time distribution, and straight-through processing (STP).
We are seeking a Senior Electronic Trading Engineer to design and build low-latency, event-driven trading systems that integrate market data, pricing libraries, and execution venues, enabling real-time streaming, execution, and risk-aware trade processing.
This is a front-office technology role, working closely with traders, quants, and platform teams.
Responsibilities
Key Accountabilities
1. Platform Engineering & Architecture
Design and implement high-performance, low-latency trading applications
Build event-driven architecture supporting:
o Market data ingestion
o Pricing orchestration
o Real-time price streaming
Develop systems capable of high throughput and deterministic latency performance
2. Pricing & Quant Integration
Integrate quantitative pricing libraries into real-time trading flows
Work with quant teams to:
o Productionize pricing models
o Optimize models for latency-sensitive environments
Implement pricing services / APIs consumable by distribution channels
3. Market Data & Distribution
Integrate with market data providers (e.g., Bloomberg, Refinitiv)
Build low-latency market data handlers for:
o Tick processing
o Normalization
o Internal distribution
Enable real-time price streaming to external/internal clients
4. Execution & Venue Connectivity
Implement connectivity to:
o Trading venues (ECNs, MTFs, dealers)
o Internal/external liquidity sources
Develop:
o Order routing logic
o Execution workflows (RFQ, streaming, DMA)
Support low-latency order lifecycle management
5. STP & Trade Processing
Ensure integration with:
o Trade capture systems (e.g., Murex)
o Risk and downstream processing platforms
Build real-time STP pipelines ensuring:
o Accuracy
o Resilience
o Auditability
6. Performance Optimization
Continuously optimize:
o Latency
o Throughput
o Resource utilization
Apply advanced techniques:
o Concurrency / multithreading
o Memory optimization
o Network tuning
Ensure systems meet strict latency SLAs typical of trading environments
7. Collaboration & Delivery
Work closely with:
o Front Office (trading, sales)
o Quantitative research teams
o Infrastructure and production support
Participate in Full SDLC (design → build → test → deploy → support)
Contribute to architecture decisions and platform evolution
SKILLS
Must have
10+ years exp in capital markets technology
Minimum 7+ years exp in electronic trading platform development
Experience in: Cross-asset trading platforms, Pricing frameworks (FX, Rates, Credit derivatives)
Knowledge of: Cloud-native deployment (AWS / Azure), Containerization (Docker, Kubernetes)
Exposure to: Smart Order Routing / algorithmic execution
Scripting languages: Python (for integration / tooling)
Strong programming expertise in C# (preferred for latency-critical components), Python.
Deep understanding of: Multithreading, concurrency, and event-driven systems, Low-latency system design and optimization.
Experience with: Messaging frameworks (e.g., Kafka, Solace, JMS), REST / WebSocket APIs for real-time streaming, Strong Linux/Unix development environment experience
Trading / Capital Markets Experience:
Strong knowledge of: Electronic trading workflows (RFQ, streaming, execution).
Market microstructure across FX / Rates / Credit
Experience building: Front-office trading or pricing systems, Venue/exchange connectivity (FIX protocol preferred)
Integration Expertise:
Proven experience integrating: Market data feeds, Pricing libraries / quant models, Trade booking systems (e.g., Murex or similar platforms)
Understanding of: Trade lifecycle, STP and post-trade flows
System Design & Performance
Experience designing: Distributed, scalable, low-latency architectures
Knowledge of: Data structures & algorithm optimization, High-throughput systems
Nice to have
NA