Bright minds,
sharp solutions

Luxoft is a global IT service provider of innovative technology solutions that delivers measurable business outcomes to multinational companies. Its offerings encompass strategic consulting, custom software development services, and digital solution engineering. Luxoft enables companies to compete by leveraging its multi-industry expertise in the financial services, automotive, communications, and healthcare & life sciences sectors. For more information, please visit the website.

Line of Business:

Financial Services

Position:

Senior C++ developer, Moscow

Project Description

The project relates to Market Data module as a part of a highly stable equities pre-trade risk DMA (Direct Market Access) platform with low network latency profile. Purpose of this module is to pipe data in low latency regime from market data sources to risk management engine of the platform. Mission of C++ developer in the project is 1) maintenance and change requests implementation for existing connectors for market data sources (~10 sources); 2) migration of all connectors to new data source (MayStreet) and build data flows for 120+ venues. Marked Data module implements low latency data and high-capacity (millions of orders a day) access using FIX and Native protocols. The ideal candidate 1) should have experience with paradigms/technics in modern financial software development; 2) should know why these paradigms are used, advantages, and drawbacks; 3) should be C++ expert familiar with different approaches on a latency reduction and optimization. Customer stakeholders base in Boston and London. The candidate should have good English speaking skills and be ready to business trips in USA and UK.

Responsibilities

- Design and develop new functionality on C++ using low latency, high capacity, high frequency trading technics
- Continuous code optimization
- Continuous improvement of understanding of business domain (marked data sources, low latency systems, trading, risk management tool, financial instruments, etc.)
- Collaboration with stakeholders for different type of activities: 1) technical solution negotiations; 2) PoC presentation; 3) functional and non-functional requirements
- Develop Prove of Concepts and present it to stakeholders
- Coding and unit-testing, reviewing other team member's changes;
- Maintenance of technical documentation
- Co-work with QA team on test automation of new and existing functionality
- Participate in investigations of production issues

Skills

Must

- 5+ years of experience in C++ development
- Experience and understanding in one of the following areas: 1) financial trading systems; 2) marked data management systems; 3) financial risk management systems; 4) stock exchange connectors; 5) financial clearing system
- Solid understanding of low latency system approaches and architecture
- Excellent written and oral communication skills, organizational and analytical skills, ability to present ideas to technical and non-technical partners
- Excellent problem solving skills

Nice to have

- Knowledge of FIX and Native protocols
- Experience in building multi-connecting systems (100+ connectors)

Languages

  • English: Upper-intermediate

Relocation package

If needed, we can help you with relocation process. Click here for more details:

WHERE

Moscow

Work Type

C/C++

Ref number
VR-42099
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