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G-20 Group

Cross-asset trading and investment firm

Low Latency Market Making Engineer

Quantitative DevelopmentConfirmed live in the last 24 hours
Full-timeNo salary listedIn-person

About the Job

Requirements

  • Currently pursuing or recently completed a degree in Computer Science, Engineering, Mathematics, Data Science, Economics, Business, or a related field; a top-tier university is preferred.
  • Strong proficiency in C++ (modern C++17/20 preferred), with the ability to reason about assembly output and compiler behavior.
  • Thorough understanding of computer architecture, including CPU caches, NUMA, memory ordering, and kernel bypass networking technologies such as Solarflare/OpenOnload, DPDK, or comparable solutions.
  • Experience with low-latency networking and associated protocols, including TCP/UDP internals, multicast, kernel bypass, and exchange connectivity protocols such as FIX, ITCH, or OUCH.
  • Solid understanding of Linux internals, including scheduling, interrupt handling, NUMA pinning, and huge pages, with demonstrated experience tuning production systems at the operating-system level.
  • Working knowledge of market microstructure, including order books, matching engine behavior, queue position, adverse selection, and inventory risk management practices employed by market makers.
  • Demonstrated experience working on systems where microsecond- or nanosecond-level performance was critical, such as high-frequency trading, market making, exchange technology, or comparable latency-sensitive domains including telecommunications, high-performance computing, and real-time systems.
  • Strong debugging and profiling capabilities using tools such as perf, VTune, or custom tracing and timestamping infrastructure.
  • Strong communication skills and the ability to collaborate effectively with trading personnel under time-sensitive conditions during market hours.
  • Only candidates with pre-existing right to work in Zurich, London, New York, or Hong Kong without company sponsorship may apply.

Responsibilities

  • Design, build, and maintain ultra-low-latency market-making systems, including order entry, market data processing, risk controls, and quote and order management functionality.
  • Continuously profile and optimize the tick-to-trade path from network interface through kernel to application, with attention to CPU cache behavior, memory layout, branch prediction, and lock-free data structures.
  • Collaborate with hardware engineers or develop FPGA logic directly, depending on background, to minimize latency in critical-path processing.
  • Own exchange connectivity, including implementation and maintenance of FIX, ITCH/OUCH, or proprietary binary protocols for order entry and market data feeds.
  • Partner with traders and quantitative researchers to implement and calibrate quoting logic, risk controls, and inventory management in production environments.
  • Build and maintain simulation, backtesting, and replay infrastructure to validate strategy and system changes prior to live deployment.
  • Monitor live trading systems, diagnose latency regressions and operational anomalies in real time, and lead root-cause resolution efforts.
  • Contribute to capacity planning and infrastructure decisions relating to co-location, network topology, and hardware upgrades.
  • Uphold engineering standards including code review, testing, deployment safety, and change management practices appropriate for systems executing live capital.

Desired Qualifications

  • Experience with FPGA development (Verilog/VHDL).
  • Experience building or tuning matching engines or exchange-side systems.
  • Exposure to FPGA-based trading systems or programmable networking hardware such as Solarflare, Exablaze, or Arista MetaWatch.
  • Prior experience at a market-making firm, high-frequency trading firm, or exchange technology vendor.
  • A top-tier university is preferred.
  • Modern C++17/20 is preferred.

About the Company

G-20 Group

Cross-asset trading and investment firm

G-20 Group is a financial firm active in trading, treasury management, advisory, and digital-economy investments. The company works across delta-one and derivatives markets while managing liquidity, risk, capital, and selected strategic investments. It serves institutional counterparties, portfolio companies, and participants in global financial markets. Its operating model centers on specialist trading, research, engineering, finance, legal, and operational teams. Teams work across trading, quantitative research, software engineering, risk, treasury, operations, and compliance.

Company size
11-50
Company stage
Not listed
Total funding
Not listed
Headquarters
Switzerland
Founded
2010

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