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Posted August 04, 2016
Ansatz Capital

Software Engineer

New York, NY, United States Full Time

We are looking for a software engineer to join a lean, young, and technical quantitative trading startup. You’ll be responsible for developing and...

We are looking for a software engineer to join a lean, young, and technical quantitative trading startup. You’ll be responsible for developing and maintaining scalable trading applications and infrastructure for many financial markets and assist with developing the full stack of infrastructure to support trading operations. The role is fast paced, with daily or even more frequent release cycles, and requires a good sense of prioritization between longer and shorter term needs.

Within our systems, from hardware drivers to TCP/multicast handlers to Python interfaces, each layer requires custom optimization for latency, bandwidth, or both. An understanding of trade-offs in terms of clock cycles and CPU cache effects is a must. Multi-core/multi-threaded communications using lock-free algorithms will be employed to increase the theoretical computational limit per unit time; consequently, the candidate should have a good grasp of run-time behavior, serialization delays, and asymptotic behavior in this environment. Compensation consists of base salary, discretionary performance bonus, and possible participation in longer-term incentive schemes.

Skill Requirements

  • C++11
  • Experience developing for production critical systems
  • Experience with performance engineering or networking is a plus

Desirable Skills

  • Experience with x86 hardware
  • Understanding of Intel Xeon pipelining and cache behavior
  • Experience with the TCP networking stack
  • Experience optimizing Linux kernels / using kernel-bypass networking
  • Experience with leveraging AWS or similar cloud infrastructure

Technical Details About Us

  • Linux shop running modern kernels
  • C++11/14 codebase, Python layer on top
  • Technical expertise throughout (everyone programs)
  • Cloud-scalable research infrastructure

Benefits

  • Catered meals and bountiful snacks
  • Generous budget for home office equipment
  • Health / Dental / Vision / 401k
  • Massage benefits
  • Complimentary rides home for late nights

About Ansatz
Ansatz is an algorithmic trading startup built on mutual respect and the desire to learn as much as possible from others. We are a team with a passion for intellectual pursuits, a history in academic journals and competitions, diverse experience from research, trading, and technology firms, and a belief in building a radically distinct culture in the finance space, where individual and team development are the top priorities.

To accomplish as much as possible while keeping the team tight-knit, we grow by automating our processes, innovating on organizational design, and consistently improving our tech and research methodologies. As we scale to markets across the world, we’re eager to meet others who want to learn what exceptional talent can achieve in an evolutionary organization. Compensation consists of base salary, discretionary performance bonus, and possible participation in longer-term incentive schemes.

This listing expired on Sep 03. Applications are no longer accepted.

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