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Director Head of High Frequency Infrastructure Engineering
Ref No.: 11-00101
Position Type:Direct Placement
Experience Level: 8 Years
Start Date: 07/07/2011
 

 

Our client seeks a Director, Head of High Frequency Infrastructure Engineering.

Main Function

This position is the team lead for the High Frequency Engineering group. The team lead will manage several highly skilled engineers, currently numbering four staff members, but targeted to grow to eight or more. The team lead will be responsible for globally setting the direction of High Frequency Engineering for the multiple business groups who trade with systematic or high frequency techniques across a variety of asset classes (Equities, Options, Futures, FX, Rates).

The High Frequency Engineering team is responsible to apply technologies and techniques to facilitate high-frequency/low-latency trading applications, primarily for the Capital Equities division.   Technologies can be taken from the larger estate, but otherwise, application and business group specific solutions will be deployed.

The position will require deep expertise across multiple domains: application development, middleware, operating systems, platform/hardware engineering, network and storage. The team lead must be able to articulate and support specific technical solutions as well as support the technical decisions of the members of the team.

Working closelywith other Infrastructure Engineers, application developers, and business users, the position will implement solutions to reduce latency and increase determinism for trading applications. Design trade-offs will be made to achieve these targets by optimizing risk, cost and support in the selection of techniques and technologies.

Main Duties

  • Interface with multiple business groups using low latency, high frequency, systematic techniques of trading and apply technology solutions to their business needs.
  • Drive the architectural vision of the High Frequency Engineering team leveraging off the strength of the whole team¿s expertise.
  • Manage the administrative requirements for the team (reviews, budget, reporting, etc).
  • Work closely with application development and business users to develop performance targets for latency, determinism and throughput.
  • Work closely with vendors to understand candidate solutions available to achieve goals.
  • Iterate quickly through candidate solutions; quickly eliminate solutions that are not viable.
  • Profile application performance using standard tools and in house test systems.
  • Optimize application interaction with hardware components (network, processor, memory) and operating system through tuning, alternate technologies/techniques and refactoring.
  • Where appropriate, introduce solutions developed for high frequency to the wider application community within the company.
  • Specific expertise in a deep technical area to drive innovation, providing solutions in high frequency environments is often based on solutions that can be deployed quickly to meet business needs.
  • Ability to relentlessly challenge oneself and peers to innovate while also making decisions confidently with limited data. Must not be a theorist, but a practitioner focused on delivery.

 

Basic Qualifications:

  • 5+ years of experience in financial markets and applications, including market data feeds and API¿s, order routing protocols, and the complete front-to-back trading flow. 
  • Must have experience in software development with C/C++/Java and performance profiling tools and techniques.
  • Must have experience with and understanding of operating system internals, especially Linux, with intimate knowledge kernel fundamentals (i.e. scheduling, threads, protocol stack). Must be comfortable to patch/modify kernel and other open source software to optimize behavior.
  • Must have prior experience with processor architecture and micro-architecture (Intel/AMD) as well as supporting eco-system (QuickPath, PCIExpress, Hypertransport). Must be able to evaluate vendor platform solutions (Servers/Blades) to identify suitability to low latency environments.
  • Must have prior experience with network technologies from low level (10-Gigabit Ethernet, Infiniband) to protocols (iWARP/RDMA, TCP/UDP)
  • Must have prior experience working with various packet processing and hardware acceleration technologies (FPGA, NPU, GPU, ASIC).
  • Must have prior experience with hardware description language skills (Verilog/VHDL) including simulation and timing analysis tools and techniques

Preferred Qualifications:

  • Experience with high frequency environments, such as Exchange co-location a plus.
  • Experience with device drivers a plus. 
  • Must be comfortable to patch/modify kernel and other open source software to optimize behavior.
  • Experience with acceleration techniques for computation or low latency a plus. These techniques include GPU, FPGA, and specialized processors.
  • Ability to communicate vision and ideas effectively to peers.