Our client is a leading high frequency trading firm with offices in NY, Chicago and London. We are seeking a C++ software engineer to join the high frequency market making team in New York. The tech stack used by the team is C++/Linux Verilog. The role will involve analysing code and making improvements to low latency applications in order to reduce latency and optimise bottlenecks. Any ideal candidate will have 5+ years’ experience working up and down the stack.
Requires:
- C++11/14
- Multithreading
- OpenOnload
- Multicast
- Detailed understanding of the Cache Memory Hierarchy
- Time Stamping at Atomic
- POSIX Threads for Multi-Core and Parallel Systems
- Valgrind, GDB, TCP Dump, Callgrind
- How to stride memory in a cache friendly way
- Taking advantage of hardware prefetching
- Experience preventing cache thrashing
- Making micro optimizations and doing things with bitfields and bit mask / shift operations
- Loop unrolling
- Vectorizing calculations for math related code
- Branch prediction through profile guided optimization.
- Writing inline assembly
- Using lock free data structures
- Aligning critical data to cache line width to avoid false sharing and the cache coherency overhead
- Use busy spin techniques
- Pinning hot threads to specific cores and using core shielding techniques like isolcpus
Education:
- BS / MS / PhD in Computer Science
If you would like to be considered for the position of Execution Technologist or wish to discuss it further please leave your details below. Your resume will be held in confidence until you connect with a member of our search team
