Developer Trading Desk Bot Platform
Put financial life
Mission: Institutional grade full cycle algorithmic trading platform.
*Story: Traders need powerful and easy to use bot's creation framework to be able to develop, implement and execute any trading strategies.
*Goal: Incoming raw data acquired through unified connectors, processed and saved in common operational db for less than 1ms.Smart routing increases hedging volume normalized profit on 25% by Q2/22. Pluggable rule based risk management system on production by Q1/22.
*How: Develop smart routing system to route orders on a liquidity provider with the best current conditions. Implement unified connector interface for fast and easy new liquidity providers connection. Implement risk rules on top of new RMS according with risk model acquired from risk manager. Do proper monitoring and alerting.
*Conditions: Use low latency approaches, such as zero allocation, lock-free, producer-consumer/ring buffers, shared memory etc. Use real-time processing approaches, such as continuous querying, complex event processing, busy waiting etc. Services should be as simple as possible and be able to scale horizontally. Main performance number: Uptime bot's platform. Second performance number: Latency platform core. Third performance number: Losses on errors.
• Development : Development of bot platform back-end components: connectors, data processing services, back-office for trading terminal, order routers and other trading system services according to the existing architecture.
• Architecture : Maintain and evolve scalable high-load architecture with modular structure.
• Testability : Applications and services are covered with unit and integration tests 80%, stress-tested, and support test environments.
• Monitoring & Reporting : Develop bot platform monitoring system and reporting components to support continuable monitoring and configurable reporting and report on incidents.
• Teamwork : Be proactive in scrum meetings, tasks prioritization, demo, sprints setup, stand-ups, other business activities to achieve 120% of Unit goals.
• Mentoring : Help other developers especially those who are less experienced.
Requirement skills and experience:
- Minimum 3+ years of experience as a senior developer in trading infrastructure.
- Strong knowledge of design patterns and principles like SOLID/GRASP, DDD, OOD, TDD, SQL, NoSQL, KISS, DRY, Enterprise level coding patterns.
- Service-Oriented Architectures.
- Hands-on concurrency / multi-threading.
- Hands-on high load, low latency.
- Working with Source Control tools (Git, Merqurial, TFS, etc.).
- C# with .NET Core and .NET Framework.
- ASP.NET Web API.
- Entity Framework.
- RDMS (MSSQL, MySQL, PostgreSQL).
- NoSQL (MongoDB, Elasticsearch, Redis, ClickHouse).
- Proficiency with message brokers (RabbitMQ, Kafka).
- Working proficiency in English.
Nice to have:
- Experienced in C++ / Java / Python / Golang.
- FIX/FAST/SBE protocols knowledge.
- Lock free algorithms.
- Working in remote teams.
- Agile experience.