Low Latency MM Engineer

G-20 Group

$150K — $180K *
Finance & Insurance
Less than 5 years of experience
Job Overview by Ladders

Qualifications

  • Degree in Computer Science, Engineering, Mathematics, Data Science, Economics, Business, or a related field from a top-tier university.
  • Proficiency in modern C++ (C++17/20), with knowledge of assembly output and compiler behavior.
  • Understanding of computer architecture (CPU caches, memory ordering, kernel bypass networking technologies).
  • Experience with low-latency networking protocols (TCP/UDP, multicast, kernel bypass) and exchange connectivity protocols (FIX, ITCH, OUCH).
  • Solid understanding of Linux internals and experience tuning production systems at the OS level.
  • Knowledge of market microstructure, including order books and risk management practices for market makers.
  • Experience with high-performance systems requiring microsecond or nanosecond-level performance.

Responsibilities

  • Design, build, and maintain ultra-low-latency market making systems for order entry and market data processing.
  • Continuously optimize the tick-to-trade path with a focus on CPU cache behavior and lock-free data structures.
  • Collaborate with hardware engineers to minimize latency in critical-path processing or develop FPGA logic directly.
  • Implement and maintain exchange connectivity and protocols for order entry and market data feeds.
  • Partner with traders and quantitative researchers to implement quoting logic and risk controls in production.
  • Build and maintain infrastructure for simulating, backtesting, and validating strategies.
  • Monitor live trading systems and lead resolution efforts for latency regressions and operational anomalies.

Benefits

  • Collaborative work environment combining engineering and trading expertise.
  • Opportunity to directly impact high-frequency trading systems.
  • Work with cutting-edge technologies in low-latency data processing.
  • Access to resources for professional growth and development within the trading sector.
  • Diverse office locations in Zurich, London, New York, or Hong Kong, enhancing global engagement.
Full Job Description
Role Overview

We are hiring for a Low Latency Market Making Engineer to design, build, and continuously optimize the systems responsible for quote generation and order execution within microsecond-level latency tolerances. This role sits combines deep knowledge of software engineering, hardware, and market microstructure, and requires close collaboration with traders and quantitative researchers to translate strategy requirements into production systems capable of achieving favorable queue position across trading venues.

Responsibilities
  • Design, build, and maintain ultra-low-latency market making systems, including order entry, market data processing, risk controls, and quote and order management functionality
  • Continuously profile and optimize the tick-to-trade path, from network interface through kernel to application, with close attention to CPU cache behavior, memory layout, branch prediction, and lock-free data structures
  • Collaborate with hardware engineers, or develop FPGA logic directly depending on background, to minimize latency in critical-path processing
  • Own exchange connectivity, including implementation and maintenance of FIX, ITCH/OUCH, or proprietary binary protocols for order entry and market data feeds
  • Partner with traders and quantitative researchers to implement and calibrate quoting logic, risk controls, and inventory management in production environments
  • Build and maintain simulation, backtesting, and replay infrastructure to validate strategy and system changes prior to live deployment
  • Monitor live trading systems, diagnose latency regressions and operational anomalies in real time, and lead root-cause resolution efforts
  • Contribute to capacity planning and infrastructure decisions relating to co-location, network topology, and hardware upgrades
  • Uphold rigorous engineering standards, including code review, testing, deployment safety, and change management practices appropriate for systems executing live capital.

Requirements
  • Currently pursuing or recently completed a degree in Computer Science, Engineering, Mathematics, Data Science, Economics, Business, or a related field, top-tier university preferred
  • Strong proficiency in C++ (modern C++17/20 preferred), with the ability to reason about assembly output and compiler behavior
  • Thorough understanding of computer architecture, including CPU caches, NUMA, memory ordering, and kernel bypass networking technologies (e.g., Solarflare/OpenOnload, DPDK, or comparable solutions)
  • Experience with low-latency networking and associated protocols (TCP/UDP internals, multicast, kernel bypass) as well as exchange connectivity protocols such as FIX, ITCH, or OUCH
  • Solid understanding of Linux internals, including scheduling, interrupt handling, NUMA pinning, and huge pages, with demonstrated experience tuning production systems at the operating system level
  • Working knowledge of market microstructure, including order books, matching engine behavior, queue position, adverse selection, and inventory risk management practices employed by market makers
  • Experience with FPGA development (Verilog/VHDL) is advantageous, though not a strict requirement for all candidates
  • Demonstrated experience working on systems where microsecond- or nanosecond-level performance was critical, such as high-frequency trading, market making, exchange technology, or comparable latency-sensitive domains (telecommunications, high-performance computing, real-time systems)
  • Strong debugging and profiling capabilities using tools such as perf, VTune, or custom tracing and timestamping infrastructure
  • Strong communication skills and the ability to collaborate effectively with trading personnel under time-sensitive conditions during market hours.


Preferred / Desirable Experience
  • Experience building or tuning matching engines or exchange-side systems
  • Exposure to FPGA-based trading systems or programmable networking hardware (e.g., Solarflare, Exablaze, Arista MetaWatch)
  • Prior experience at a market making firm, high-frequency trading firm, or exchange technology vendor.


Locations and Right to work: This role can be based out of our Zurich, London, New York or Hong Kong office. Only candidates who possess the pre-existing right to work in one of the locations above without company sponsorship need apply.

Similar Jobs

More Jobs at G-20 Group

More Finance & Insurance Jobs

Find similar Low Latency MM Engineer jobs: