Low Latency MM Engineer

G-20 Strategies AG; Zürich; Hybrid; CHF 180.000 - 260.000; Vollzeit

Zusammenfassung

G-20 Group is hiring an Low Latency Market Making Engineer to design and optimize ultra-low-latency systems for quote generation and order execution. You will work across software, hardware, and market microstructure to achieve favorable queue position across venues.

The role requires deep knowledge of C++, Linux internals, and low-latency networking, with potential FPGA work. Offices in Zurich, London, New York, and Hong Kong offer global exposure.

Qualifikationen

• Pursuing or completed degree in CS/Engineering or related field.
• Strong C++ and systems programming knowledge.
• Familiarity with Linux and kernel bypass networking.
• Understanding of market microstructure and order books.

Aufgaben

• Design, build and maintain ultra-low-latency market making systems and ensure order entry and market data handling is robust.
• Profile and optimize tick-to-trade path focusing on CPU cache, memory layout and lock-free structures.
• Collaborate with hardware engineers; develop FPGA logic when needed to minimize latency.
• Own exchange connectivity and protocol implementations (FIX, ITCH/OUCH).
• Partner with traders and researchers to implement and calibrate quoting logic and risk controls.
• Build simulation, backtesting and replay infrastructure for validation before live deployment.
• Monitor live systems, diagnose latency regressions and lead root-cause analysis.

Kenntnisse

C++ (modern C++17/20)

Low-latency networking

Linux kernel/bypass networking

FPGA development (Verilog/VHDL)

Market microstructure

Performance profiling (perf, VTune)

Collaboration with traders

FIX/ITCH/OOUCH protocols

Ausbildung

Currently pursuing or completed degree in Computer Science/Engineering/Math

Tools

Verilog/VHDL

Solarflare/OpenOnload

DPDK

Jobbeschreibung

About G20 Group

G-20 Group is a cross-asset trading firm headquartered in Switzerland, trading delta-one and derivatives markets globally. We combine startup agility with institutional-grade experience in proprietary trading, technology, and quantitative finance.

Role Overview

We are hiring for an Low Latency Market Making Engineer to design, build, and continuously optimize the systems responsible for quote generation and order execution within microsecond-level latency tolerances. This role sits combines deep knowledge of software engineering, hardware, and market microstructure, and requires close collaboration with traders and quantitative researchers to translate strategy requirements into production systems capable of achieving favorable queue position across trading venues.

Responsibilities

• Design, build, and maintain ultra-low-latency market making systems, including order entry, market data processing, risk controls, and quote and order management functionality
• Continuously profile and optimize the tick-to-trade path, from network interface through kernel to application, with close attention to CPU cache behavior, memory layout, branch prediction, and lock-free data structures
• Collaborate with hardware engineers, or develop FPGA logic directly depending on background, to minimize latency in critical-path processing
• Own exchange connectivity, including implementation and maintenance of FIX, ITCH/OUCH, or proprietary binary protocols for order entry and market data feeds
• Partner with traders and quantitative researchers to implement and calibrate quoting logic, risk controls, and inventory management in production environments
• Build and maintain simulation, backtesting, and replay infrastructure to validate strategy and system changes prior to live deployment
• Monitor live trading systems, diagnose latency regressions and operational anomalies in real time, and lead root-cause resolution efforts
• Contribute to capacity planning and infrastructure decisions relating to co-location, network topology, and hardware upgrades
• Uphold rigorous engineering standards, including code review, testing, deployment safety, and change management practices appropriate for systems executing live capital.

• Currently pursuing or recently completed a degree in Computer Science, Engineering, Mathematics, Data Science, Economics, Business, or a related field, top-tier university preferred
• Strong proficiency in C++ (modern C++17/20 preferred), with the ability to reason about assembly output and compiler behavior
• Thorough understanding of computer architecture, including CPU caches, NUMA, memory ordering, and kernel bypass networking technologies (e.g., Solarflare/OpenOnload, DPDK, or comparable solutions)
• Experience with low-latency networking and associated protocols (TCP/UDP internals, multicast, kernel bypass) as well as exchange connectivity protocols such as FIX, ITCH, or OUCH
• Solid understanding of Linux internals, including scheduling, interrupt handling, NUMA pinning, and huge pages, with demonstrated experience tuning production systems at the operating system level
• Working knowledge of market microstructure, including order books, matching engine behavior, queue position, adverse selection, and inventory risk management practices employed by market makers
• Experience with FPGA development (Verilog/VHDL) is advantageous, though not a strict requirement for all candidates
• Demonstrated experience working on systems where microsecond- or nanosecond-level performance was critical, such as high-frequency trading, market making, exchange technology, or comparable latency-sensitive domains (telecommunications, high-performance computing, real-time systems)
• Strong debugging and profiling capabilities using tools such as perf, VTune, or custom tracing and timestamping infrastructure
• Strong communication skills and the ability to collaborate effectively with trading personnel under time-sensitive conditions during market hours.

Preferred / Desirable Experience

• Experience building or tuning matching engines or exchange-side systems
• Exposure to FPGA-based trading systems or programmable networking hardware (e.g., Solarflare, Exablaze, AristaMetaWatch)
• Prior experience at a market making firm, high-frequency trading firm, or exchange technology vendor.

Locations and Right to work

This role can be based out of our Zurich, London, New York or Hong Kong office. Only candidates who possess the pre-existing right to work in one of the locations above without company sponsorship need apply.

Join G-20 and be a part of a team that is at the forefront of financial markets, driving innovation and excellence in the sector.