C++ Software Engineer (DV Commodities London)

About Us:

Founded 20 years ago and headquartered in Chicago theDV Group of financial services firms has grown to more than 600 people operating throughout North America Europe and Asia. Since spinning out of a large brokerage firm in 2016 DV Trading has rapidly scaled as an independent proprietary trading firm utilizing its own capital trading strategies and risk management methodologies to provide liquidity to worldwide financial markets and hedging opportunities to commodity producers and users. Now DV group affiliates include two broker dealers a cryptocurrency market making firm and a bourgeoning investment adviser.

Overview:

We are building out the next generation of our proprietary electronic trading platform a greenfield event-based trading and market data system covering pricing execution and risk management and we are looking for a senior C engineer to help lead that effort. You will design and build the systems our trading desks depend on every day: ultra-low-latency execution engines market data pipelines order and risk management and direct connectivity to the worlds major futures and commodities exchanges. This is a hands-on senior role on a small team with broad ownership across the trading stack the code you write goes to production and trades real markets.

Job Responsibilities:

• Lead the design implementation and deployment of DV Commodities core C trading platform: execution order management market data pricing and risk.
• Design and maintain direct exchange connectivity order entry gateways and feed handlers for venues such as CME (iLink 3 / MDP 3.0) ICE and other futures and commodities markets.
• Drive microsecond- and nanosecond-level performance work: lock-free data structures cache-aware design kernel-bypass networking CPU pinning and NUMA tuning and rigorous latency measurement.
• Work directly with trading desks on new feature requests pricing and execution algos and with quants and developers on cross-functional teams to troubleshoot and solve complex problems.
• Build high-performance components for both simulation and live trading.
• Own systems end to end design implementation testing deployment and production support in a live trading environment.
  

Requirements:

• 7 years of professional C development with deep command of modern C (17/20) templates move semantics memory models and concurrency.
• Proven experience building low-latency high-throughput multi-threaded systems for quantitative trading ideally at a proprietary trading firm market maker hedge fund or exchange.
• Strong knowledge of how exchanges work: order types matching engine behavior market microstructure and native exchange protocols (e.g. iLink/MDP native ICE FIX/SBE).
• Direct experience with futures and/or commodities markets; energy markets (crude refined products natural gas) and swaps a strong plus.
• Systems-level fluency: Linux/Unix environments git TCP/UDP and multicast networking kernel-bypass stacks (Onload VMA DPDK or similar) and performance profiling.
• Experience with distributed systems large data sets and SQL NoSQL or tick databases.
• Ability to program in a scientific computing environment (Python/NumPy/pandas) for research and tooling.
• Strong verbal and written communication skills; sound judgment in production trading environments.
• Bachelors degree or higher in CS Engineering or another technical discipline or equivalent practical experience.

DV is not accepting unsolicited resumes from search firms. Only search firms with valid written agreements with DV should submit resumes in response to DVs posted positions. All resumes submitted by search firms to DV via e-mail the Internet personal delivery facsimile or any other method without a valid written agreement shall be deemed the sole property of DV and no fee will be paid in the event the candidate is hired by DV. DV is proud to be an equal opportunity employer and committed to creating an inclusive environment for all employees.