Low-latency Engineer

Jane Street · Quant · New York, NY · Software Engineering

Software Engineer with experience in high-performance, low latency systems to work on fast-trading systems. Experience with low level systems programming and optimization is critical. Knowledge of OCaml is not required but can be taught.

What you'd actually do

  1. design and optimize our fast-trading systems
  2. work closely with our quantitative researchers and developers
  3. take a holistic approach to design and optimize our fast-trading systems

Skills

Required

  • low level systems programming
  • optimization
  • network applications
  • high throughput
  • application performance analysis
  • profiling tools
  • modern computer architecture

Nice to have

  • OCaml
  • C
  • C++
  • financial markets
  • fast-packet processing
  • user space
  • kernel-bypass implementations
  • Solarflare OpenOnload/TCPDirect/ef_vi
  • Exablaze
  • InfiniBand verbs
  • DPDK
  • Java
  • C#
  • typed functional language

What the JD emphasized

  • low level systems programming and optimization
  • extremely low latency and high throughput
  • thorough understanding of modern computer architecture
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About the Position

We are looking for a Software Engineer with experience in high-performance, low latency systems. You’ll work closely with our quantitative researchers and developers, taking a holistic approach to design and optimize our fast-trading systems.

We build systems primarily in OCaml with only small amounts of C and C++, but you don’t need any experience with OCaml in particular (we can teach it to you) or knowledge of the financial markets. The most important qualification is experience with low level systems programming and optimization, whether it is in C, C++, or any other language.

About You

  • Experience with low level systems programming and optimization, and working on network applications that require extremely low latency and high throughput
  • Can understand, interpret, and improve application performance through hardware performance counters and other profiling tools
  • Has a thorough understanding of modern computer architecture and can talk to others about it; for example, can you describe modern x86 AMD and Intel cache hierarchies?
  • Some experience with fast-packet processing in user space and common kernel-bypass implementations would be ideal (such as Solarflare OpenOnload/TCPDirect/ef_vi, Exablaze, InfiniBand verbs, DPDK)
  • Experience working around the performance challenges of languages with a managed runtime (such as Java or C#) and familiarity with a typed functional language are a plus

If you're a recruiting agency and want to partner with us, please reach out to agency-partnerships@janestreet.com.