Market Microstructure Performance Engineer
Akuna Capital is an innovative trading firm with a strong focus on collaboration, cutting-edge technology, data driven solutions and automation. We specialize in providing liquidity as an options market-maker – meaning we are committed to providing competitive quotes that we are willing to both buy and sell. To do this successfully we design and implement our own low latency technologies, trading strategies and mathematical models.
Our Founding Partners, including Akuna’s CEO Andrew Killion, first conceptualized Akuna in their hometown of Sydney. They opened the firm’s first office in 2011 in the heart of the derivatives industry and the options capital of the world – Chicago. Today, Akuna is proud to operate from additional offices in Sydney, Shanghai, and Boston.
What you’ll do as an MMS Performance Engineer at Akuna:
We are seeking to grow our Market Microstructure Performance Engineering Team. This team is focused on exchange infrastructure, low latency technologies, and analysis. This team is responsible for maintaining and increasing our competitiveness at the various exchanges Akuna does business with. As a member of this multidisciplinary team you are responsible for investigating new opportunities for optimizations and bringing these ideas to fruition across our global footprint. This can be achieved through analysis of hardware, orchestration of physical installations, analysis of exchange specific protocols, software optimizations, or building tools for gauging Akuna’s performance. In this role you will:
- Contribute to the design and implementation of performance engineering solutions for our trading software suite. This includes benchmarking of systems, evaluation of devices, latency analysis, and the development of tools to assess performance.
- Review Akuna’s data center infrastructure and propose implementable changes to maximize the efficiency of our connections.
- Develop tools and applications for benchmarking new devices and software.
- Use a data driven approach to collaborate with relevant trading, quant, and technology teams to expand and improve our systems, footprint, and latency across strategies and exchanges.
- Guide the optimization and normalization for our existing exchange connections.
- Review and analyze how we leverage our proprietary systems and consider how we can improve our technology stack to better our trading success.
Qualities that make great candidates:
- BS/MS/PhD in technical field - Computer Science, Math, Physics, Engineering
- Strong C++ or Python programming background
- Experience with Linux is required
- Exposure to fundamental networking concepts (TCP, UDP, unicast, multicast)
- Exposure to introductory Computer Architecture and Systems Programming
- Object-oriented design and programming experience
- Exposure to introductory statistics and linear algebra
- Highly collaborative in nature - excellent written and verbal communication skills
- Ability to work on cross-functional teams including trading, development, IT, and quant
- Deeper understanding of Computer Architecture, Statistics, Signal Processing, Optimization, and/or High Performance Computing
- Demonstrated experience developing performant, scalable applications in C++ or Python
- Experience working with Cisco/Arista/Juniper
- Experience or active interest in the latest ultra-low latency networking devices and platforms
- Exposure to financial markets and trading preferred
- Knowledge of exchange network topologies and low latency implementations preferred