Low Latency MM Engineer

G-20 Group; Greater London; On-site; GBP 120,000 - 180,000; Full time

Job summary

G-20 Group, a cross-asset trading firm, seeks a Low Latency Market Making Engineer to design, build, and optimize systems for microsecond-level latency. The role combines software engineering with hardware considerations and requires close collaboration with traders and researchers to achieve favorable queue positions across venues.

Responsibilities include end-to-end system design, tick-to-trade path optimization, and exchange connectivity.

Qualifications

• Pursuing or recently completed degree in a technical field
• Strong proficiency in modern C++ with an understanding of assembly output and compiler behavior
• Deep knowledge of computer architecture including CPU caches and NUMA
• Experience with low-latency networking & exchange connectivity protocols (FIX/ITCH/OUCH)
• Ability to collaborate with traders and researchers to translate requirements into production systems

Responsibilities

• Design, build, and maintain ultra-low-latency market making systems
• Profile and optimize the tick-to-trade path from NIC to application
• Collaborate with hardware engineers to minimize latency
• Own exchange connectivity and order entry protocols
• Build and maintain simulation, backtesting, and replay infrastructure
• Monitor live systems and perform root-cause analysis of latency issues
• Contribute to capacity planning and hardware upgrade decisions
• Maintain engineering standards, code reviews, and deployment safety

Skills

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

Low-latency networking

Linux internals

CPU cache optimization

Kernel bypass networking

FPGA development (Verilog/VHDL)

Market microstructure

Exchange connectivity protocols (FIX/嗦

Education

Degree in Computer Science/Engineering/Math/Data Science/Economics/Business

Tools

Perf/VTune profiling tools

Verilog/VHDL (FPGA)

Job description

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 arehiring foraLow Latency Market Making Engineer to design, build, and continuouslyoptimizethe systems responsible for quote generation and order execution within microsecond-level latency tolerances. This role sitscombines deep knowledge ofsoftware 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, andmaintainultra-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 andmaintainsimulation,backtesting, and replay infrastructure tovalidatestrategy 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 practicesappropriate forsystems executing live capital.

• Currently pursuing or recently completed a degree inComputer Science, Engineering, Mathematics, Data Science, Economics, Business, or a related field,top-tier university preferred

• Strongproficiencyin 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, withdemonstratedexperience 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) isadvantageous, 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 communicationskills 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.