
High Performance System Developer
3 hours ago
Job Overview
- As a highly skilled system developer, you will design and implement market data ingestion and order matching systems that meet nanosecond-level latency requirements. This involves ensuring stability and performance under extreme load conditions.
- Additionally, you will perform in-depth performance modeling and analysis across various modules of the trading system (data path, memory access patterns, cache hit rate, context switch overhead), driving system metrics visualization.
- You will also be responsible for designing and tuning a custom network protocol stack based on DPDK, leveraging kernel bypass technologies.
- Contribute to the optimization of low-latency communication frameworks:
- Network protocol stacks (TCP/UDP, WebSocket, HTTP/2)
- Inter-process/thread communication (shared memory, lock-free ring buffers)
- User-space timestamp precision and synchronization mechanisms
- Monitor performance hotspots in the Linux kernel and study their impact on low-latency trading (scheduler, network stack, I/O subsystems), followed by targeted optimizations based on CPU microarchitecture characteristics.
Requirements
- Proficient in modern C++ (C++17/20) with strong system-level high-performance programming skills (cache-friendly data structure design, zero-copy data pipelines, CPU affinity binding).
- Solid understanding of CPU architecture (x86_64), cache hierarchy, branch prediction, pipeline stalls, and other hardware-level behaviors.
- In-depth experience in at least one of the following areas:
- Analysis and optimization of core Linux kernel components (network stack, scheduler, memory subsystem)
- CPU microarchitecture analysis using tools like perf, Intel VTune, or Top-Down analysis method
- SIMD vectorization (AVX2/AVX512) or custom assembly-level optimization
- Development of system-level latency profiling or microbenchmark toolchains
- Deep understanding of the WebSocket protocol with ability to implement custom frame parsing and construction.
- Familiarity with I/O multiplexing mechanisms (epoll, io_uring).
- Experience building high-performance WebSocket or FIX/SBE protocol clients.
- Experience with user-space network stack technology (netmap, DPDK).
- Familiar with tick data processing workflows in high-frequency trading environments (market data reconstruction, reordering mechanisms).
- Knowledge of PTP/TSC synchronization and system clock stability tuning.
Bonus Points
- Hands-on experience in end-to-end trading system latency optimization.
- Proficiency with performance analysis tools (perf, ftrace, bpftrace, VTune, cachegrind).
- Experience designing and tuning user-space lock-free message queues or shared memory pools.
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