About the RoleAs a Low Latency Engineer at Da Vinci, you'll work closely with highly skilled traders, quant researchers, and C++ engineers. You will have direct, immediate, and large-scale impact on the business, by making sure our trading algorithms and architecture are highly competitive in a world where latency is key.
As a Low Latency Engineer, no two days will be the same. Your main responsibility will be bringing our latency down by an extra micro- or nanosecond wherever possible. Here are some examples of typical tasks you may encounter in a day:
- Understand and discuss requirements with team members, i.e. traders and researchers
- Identify and eliminate code inefficiencies, continuously optimise for minimal latency in high-throughput network applications, ensuring our competitiveness in an ever-improving market
- Build monitoring tools for all the components involved in the round-trip time to exchange using metrics software such as ClickHouse Grafana
- Manage various operational aspects to bring your projects to completion, such as deploy, monitor and tweak systems
- Proactively investigate opportunities and solve problems and as they occur with a hands-on, pragmatic approach
Requirements:- Extensive experience in developing C++ low-latency systems within a trading environment, with a deep understanding of modern computer architecture and high-performance code design.
- Expertise in the architecture, configuration, and optimization of both network and server components, including network cards (e.g., Arista, Cisco Nexus, Cisco Fusion); knowledge of switches is a plus.
- Proficient in using hardware performance counters and profiling tools to enhance application performance; familiarity with FPGA collaboration is a plus.
- Solid experience with fast-packet processing in user space and kernel-bypass technologies (e.g., Solarflare OpenOnload, TCPDirect, ef_vi, Exablaze, InfiniBand verbs, DPDK).
- Comfortable leveraging AI-assisted tools as part of your engineering workflow, with an appetite to explore how they can drive further performance improvements
- Serious about code quality, taking full responsibility and accountability for your contributions
- Enjoy using lean and efficient code to solve a wide variety of problems
- Good communication skills, with the ability to understand requirements and explain technical concepts to non-technical people
- Desire to work in a team environment, including collaborating with other departments, such as Trading and Research
Benefits:- An opportunity to work beside the best in the field
- Competitive base salary
- Excellent variable pay based on performance, with a fair bonus-structure awarding company profits to software engineers, traders and researchers alike
- Outstanding performance is also rewarded with shareholding in the company
- Relocation package when moving across states
- Comprehensive benefits package including medical, dental, and vision insurance
- 25 vacation days each year
- Meals during work hours
- Social events and after-work drinks
Our trading system:As a trading company, one of our proudest moments was going live with our very own trading system, developed from scratch by our excellent engineers. Melzi, named after Leonardo Da Vinci's favourite student, was designed with our very own unique needs and priorities in mind. Since launching, our traders have been very excited to work with this custom-made and highly efficient system. In fact, it's so fast that the speed cannot be measured using normal processors.
