Description
As a Software Engineer at Equity IT, you will be part of the Latency-Critical Trading team, which is building a best-in-class systematic data platform to power the next generation of low-latency systematic strategies.
The team includes low-latency Linux, network, datacenter, and C++ engineers focused on our end-to-end trading stack.
Key responsibilities include monitoring and assessing the quality of live and historical market data, detecting, inventorying, and remedying data gaps, maintaining and documenting exchange session times, holiday schedules, timestamp rules, and protocol/microstructure changes, analyzing latency, data rates, bursts, and message flows to understand microstructure behaviour and system performance, cleaning, transforming, and managing an inventory of large-scale datasets, building and improving tools for market data capture, working with vendors and brokers to assess and provision datasets, building and improving tools for data analysis, visualization, and diagnostics on top of captured market and network data, enhancing and extending C++ analytics libraries and exposing them within a Python environment for systematic research and alpha development, and collaborating closely with portfolio managers, quantitative researchers, and engineers to translate trading use cases into robust data and tooling solutions.
Qualifications include a Bachelor's or Master's in Computer Science, Mathematics, Statistics, Engineering, or another quantitative field, or equivalent experience, 3+ years of experience in financial markets, electronic trading, or high-frequency/systematic environments, strong programming skills in Python, C++, and SQL, solid understanding of modern statistical testing methods and comfort working with large, noisy, real-world datasets, experience with Linux, large-scale data processing, and preferably network data (PCAP, timestamping, PTP) and low-latency systems, and strong problem-solving skills, attention to detail, and effective communication with both technical and non-technical stakeholders.