Algo / Execution Engineer

Responsibilities

• System Architecture : Design, develop, and maintain high-performance, low-latency automated trading systems and execution algorithms.
• Execution Logic : Build and optimize algorithmic execution strategies (e.g., VWAP, TWAP, Implementation Shortfall) with a focus on minimizing market impact and slippage.
• Connectivity & Protocol : Implement and manage exchange connectivity using the FIX protocol and binary protocols for ultra-low latency data dissemination and order entry.
• Performance Tuning : Profile and optimize code to achieve microsecond-level execution speeds, focusing on memory management, lock-free structures, and network stack optimization.
• Co-location Management : Oversee and optimize trading infrastructure in co-location environments (e.g., Equinix data centers) to ensure the fastest possible path to the exchange.
• Collaboration : Work closely with Qu...