The performance of our data processing pipelines significantly impacts the firm's efficiency. As a developer, you will need to utilize your skills to discover innovative methods to optimize code.
* Communication with exchanges via low-latency networking code is crucial.
* You will develop context-switch-free code to ensure optimal performance.
* Designing and implementing custom data storage structures with minimal footprint is essential.
* Data pipelines using a streaming paradigm will be built.
* Complex trading logic for the decision engine with minimal compute time will be created.
* Existing code will be reimplemented using advanced CPU features (SIMD).
As the firm expands, there is a focus on improving the maintainability and manageability of our large, highly optimized, multithreaded codebases while maintaining low latency. You will need to balance these priorities effectively.
Your role involves working across various aspects of the pipeline and tech stacks, including hardware configurations, network design, and data logging pipelines for traders and quants.