at Jane Street
Proprietary TradingPosted 2 months ago
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Jane Street is seeking a software engineer to design and optimize high-performance, low-latency trading systems working closely with quantitative researchers and developers. The team builds primarily in OCaml (with small amounts of C/C++), but the role emphasizes low-level systems programming and optimization experience rather than prior OCaml or finance knowledge. Responsibilities include profiling and improving application performance using hardware counters and other tools, and working with fast packet processing and kernel-bypass technologies.
- Compensation
- Not specified
- City
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- Country
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Currency: Not specified
Full Job Description
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.
