Hedge Fund #073
Detailed Notes from: Meeting with Head of Systematic Trading on Market Data Architect / Engineer role.
Manager: Reports to Head of Systematic Trading.
o New addition to team (existing team – 2+)
o Green field project
o Broader scope dedicated to low latency colocation for Equities.
o Potential candidates will come into the firm and conceptualize, architect, engineer and deploy evolved versions of the current market data environment with much attention focused on Low Latency aspect of market data efficiency.
o 3 days a week in office
o 5 rounds of interviews.
Market Data role:
o Must be strong in Low Latency Market Data Infrastructure design and engineering
o This is to conceptualize, architect, design and deploy the new MARKET DATA ENVIRONMENT role.
o Candidates must be equally comfortable in all the above phases of market data engineering.
o Working with pm teams on data quality issues.
o Upgrade support of collocations and overall market data infrastructure environment.
o Design oriented.
Must Haves: MKDT – specifical protocols, feeds, and infra of that.
o Must have financial exp – Worked at fund.
o No third-party market data engineers
o Python shell automation skills needed.
o Low latency experience (Networks servers work )
o Aws side – must have experience working with the data in the cloud.
o Don’t need Java or C++ work – it is a nice to have .
Notes from recent interviews:
o Need better scripting/coding experience – python at minimum, C/java etc nice to have
o Need better experience sourcing the market data directly from the exchange and can write tools to ensure the vast amount of data is handled in an automated fashion.
o Need DevOps experience/capability – both the development of the tools but also ability to support.
o If we have to compromise, we can reduce the cloud requirement and ramp them up on training ourselves.
Job Requirement:
Our Technology Infrastructure team engineers and operates the foundational technology platforms that power our applications and businesses. Our disciplines span a broad array of technologies from datacenter infrastructure to large scale cloud services, with the shared goal of providing the most reliable, performant, modern technology platforms to improve time-to-market for our business. We also deliver end-user technology solutions to support the evolving collaboration and productivity needs of our global teams. Our team focuses on innovation and challenging the current state of our infrastructure technology in a fast-paced, dynamic, and collaborative working environment.
What you’ll do
· Support, monitor and maintain global high frequency market data infrastructure (servers, local storage, cloud storage etc.)
· Collaborate with other team members to monitor and support this infrastructure.
· Track market data protocol changes globally and coordinate protocol upgrade changes.
· Participate in exchange protocol upgrade test sessions.
· Engage with vendors and exchange protocol upgrades (EDC) and operational issues.
· Monitor packet captures processes and files.
· Analyze packet captures – Latency, Health, Gaps, etc.
· Design and maintain system to deduplicate packet captures.
· Liaise with market data infrastructure service providers and vendors for upgrades and production issue resolution.
· Help architect the growth of 500+ Terabyte high performance storage environments and high availability data.
· Consolidate market data captures for AWS long term storage transfers.
What’s required:
· B.S./B.A. degree in computer science
· Experience with native direct exchange feeds (PITCH, ITCH, etc.)
· Experience with high throughput / low latency / high availability market data infrastructure (10G/25G/40G, Radio Frequency circuits, Fiber circuits,
· Arbitration, Smart filtering, UDP, TCP etc.)
· Experience scripting (Perl, Python, Shell, etc.)
· Excellent communication and interpersonal skills
· Web development experience, specifically in Java or C++
· Linux, Unix system administration and networking experience
