Software Engineer - Trading Data Technology

The Firm

XTX Markets is a leading algorithmic trading firm which uses state-of-the-art machine learning technology to produce price forecasts for over 50,000 financial instruments across equities, fixed income, currencies, commodities and crypto. It uses those forecasts to trade on exchanges and alternative trading venues, and to offer differentiated liquidity directly to clients worldwide. The firm trades over $250bn a day across 35 countries and has over 250 employees based in London, Singapore, New York, Paris, Bristol, Mumbai, Yerevan and Kajaani.

We leverage the talent of the people who work here, modern computational techniques and state-of-the-art research infrastructure to analyse large data sets across markets quickly and efficiently, to maximize the effectiveness of our proprietary trading algorithms. We are actively seeking new methods and ideas. The models that drive our trading strategies have evolved considerably over the last 10 years, from econometric methods that gave our company its name, to trees, to neural networks, to modern deep learning architectures.

XTX Markets has an unrivalled level of computational resources in the trading industry, with a growing research cluster currently containing over 25,000 GPUs with 650 petabytes of usable storage. Teams across the firm include world-class researchers, developers and technologists with backgrounds in pure math, programming, physics, computer science and machine learning. The firm is also constructing a large-scale data centre in Finland to future-proof its significant computational capabilities.

At XTX Markets technology is our business and we are a diverse organization which attracts outstanding talent from across all industry backgrounds. We are focused on teamwork, and our people collaborate on all aspects of the business, working openly and with respect for each other, our clients and the market. Our culture is non-hierarchical and one where everyone is valued. We strive for excellence in everything we do.

 

The Role

The Trading Data Technology is a new team at XTX Markets: it is responsible for the design, implementation, and operation of the firm’s Trading Data platform. The platform is an early stage / greenfield build. Its initial projects will be centred around standardising the capture of the firm's order data, as well as how we make it available to systems and users.

This system is designed to be highly available, handling hundreds of millions of messages a day in real time. There will also be multiple forms of storage to support the platform’s various stakeholders, including kafka, column-store databases, and S3-like files.

Developers at XTX are engaged in the entire software development lifecycle of software development. Developers work closely with other teams to gather requirements, before implementing, delivering and supporting their solutions. The Trading Data Technology team will be based in London. However, stakeholders to the platform exist in multiple locations including London, New York & Singapore.

There is currently a shared support rota with the Post Trade Technology team, which includes weekend on call every 10 weeks.

Responsibilities

• Back-end services are built in Go with some additional web-based GUI development in React. Engineers at XTX adopt a tech agnostic approach, opting for the best tool for each specific task. We do not expect candidates to have prior experience in front-end programming, or Golang, but it is essential that you are open-minded to using new technologies as appropriate.
• Communicate across front and back-office teams and users of the platform to understand wider business requirements and convert them into scalable, technical solutions.
• There is currently a shared support rota with the Post Trade Technology team, which includes weekend on call every 10 weeks.
• This is the 2^nd hire for the team, and the hire will be expected to own the design and development for their projects.

 

 

Essential Attributes

• A solid grounding in academic CS fundamentals, algorithms and data structures. Demonstrated commitment to rigorous software engineering discipline.
• Strong proficiency in a statically typed language. Prior experience with Golang is desirable, but certainly not required. Similarly, experience with front-end programming is not required.
• Desire to take ownership over projects and complex technical challenges.
• Familiarity with concurrent programming techniques and exposure to asynchronous, distributed systems.
• Understand database performance characteristics including indexing, query execution, with experience designing and optimising schemas and queries.
• Finance experience is not required, but the role will rapidly entail becoming a subject matter expert in the domain.
• We are targeting approximately 3 to 5 years’ experience. We view applications holistically and do have some flexibility around exact experience level. Please note that, whilst this role will involve significant ownership over projects; it is likely not suitable for those targeting a leadership position.

 

 

Benefits

• Onsite gym, sauna, and fitness classes at no charge.
• Extensive medical benefits including an on-site doctor and therapist at no charge.
• Breakfast and lunch provided daily.
• Various supports for caregivers, including emergency dependent care.
• Beautiful Kings Cross office: https://vimeo.com/257888726
• 25 days paid holiday per year + statutory holiday and paid sick days. We currently operate 4 days a week in-office, 1 from home.