Low Latency Market Making Engineer

About the role

G-20 Group is seeking a Low Latency Market Making Engineer to design, build, and continuously optimise ultra‑fast systems for quote generation and order execution. The role blends deep software engineering, hardware, and market microstructure knowledge and works closely with traders and quantitative researchers.

Key responsibilities

• Design, build, and maintain ultra‑low‑latency market making systems, including order entry, market data processing, risk controls, and quote management.
• Profile and optimise the tick‑to‑trade path across network, kernel, and application layers, focusing on CPU cache behaviour, memory layout, and lock‑free data structures.
• Collaborate with hardware engineers or develop FPGA logic to minimise latency in critical‑path processing.
• Implement and maintain exchange connectivity protocols such as FIX, ITCH/OUCH, or proprietary binary feeds.
• Partner with traders and researchers to implement quoting logic, risk controls, and inventory management in production.
• Build and maintain simulation, back‑testing, and replay infrastructure for strategy validation.
• Monitor live trading systems, diagnose latency regressions, and lead root‑cause resolution.
• Contribute to capacity planning, co‑location decisions, network topology, and hardware upgrades.

Required profile

• Degree (or recent graduate) in Computer Science, Engineering, Mathematics, Data Science, Economics, Business or related field; top‑tier university preferred.
• Strong proficiency in modern C++ (C++17/20) with ability to understand assembly and compiler output.
• Thorough understanding of computer architecture, CPU caches, NUMA, memory ordering, and kernel‑bypass networking technologies.
• Experience with low‑latency networking, protocols (TCP/UDP, multicast) and exchange connectivity (FIX, ITCH, OUCH).
• Solid knowledge of Linux internals, scheduling, interrupt handling, NUMA pinning, and huge pages.
• Working knowledge of market microstructure, order books, queue position, and inventory risk management.

Required skills

• C++ (modern C++17/20)
• Kernel‑bypass networking (Solarflare/OpenOnload, DPDK or similar)
• FIX, ITCH, OUCH protocols
• Linux performance tuning (NUMA, huge pages, scheduling)
• Profiling tools (perf, VTune, custom tracing)
• FPGA development (Verilog/VHDL) – advantageous