Market Data Engineer

140K - 170K Base plus Bonus

Full Time Role Located In NY

Large Investment Bank is looking for a Sr. Market Data Engineer

Main Duties:

Work closely with application development and business users to develop performance targets for latency, determinism and throughput.

Profile application performance using standard tools and in house test systems.

Optimize application interaction with hardware components (network, processor, memory) and operating system through tuning, alternate technologies/techniques and refactoring

Requirements:

5 years + experience in software development and performance profiling tools and techniques

Must have experience with and understanding of operating system internals, especially Linux, with intimate knowledge kernel fundamentals (i.e. scheduling, threads, protocol stack). Must be comfortable to patch/modify kernel and other open source software to optimize behavior.

Ability to communicate vision and ideas effectively to peers.

Significant experience in financial markets and applications, including market data feeds and API's, order routing protocols, and the complete front-to-back trading flow.

Must have prior experience with processor architecture and micro-architecture (Intel/AMD) as well as supporting ecosystems. Must be able to evaluate vendor platform solutions (Servers/Blades) to identify suitability to low latency environments.Must be comfortable to patch/modify kernel and other open source software to optimize behavior.

Experience with acceleration techniques for computation or low latency a plus. These techniques include GPU, FPGA, and specialized processors.

Network technologies from low level (10-Gigabit Ethernet, Infiniband) to protocols (iWARP/RDMA, TCP/UDP)

To find out more about Huxley Associates please visit www.huxley.com