Realtime Analytics and Controls Developer

The Firm

XTX Markets is a leading algorithmic trading firm which uses state-of-the-art machine learning technology to produce price forecasts for 53,000 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 300 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 1 exabyte 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 

As a Realtime Analytics and Controls Developer, you will be responsible for the mission control panel for one of the largest trading systems in the world ($250bn-300bn/day). Your work will have a company-wide impact, with users including Trading Desk, Trading Developers, Quants, CEO, Distribution and Risk.

The goal is to provide clarity about what our trading system (hundreds of thousands of strategies) is doing at any given moment and how it is performing. We supply both high-level and incredibly detailed views, as both are crucial for efficient decision making and spotting issues. In addition to visibility, we are also responsible for trading control mechanisms – e.g., tweaking limits, starting trading strategies or emergency stopping. These actions are necessary for continued trading, and sometimes need to be taken within minutes, with millions of pounds at stake.

Realtime Analytics and Controls is a small specialist team which works directly with multiple front office groups. You will be expected to also contribute to the shared software platform that supports this group.

This is one of our most people-oriented engineering roles. You should expect to collaborate regularly with your colleagues who are the primary customers of your software, to understand how your design decisions affect their day-to-day work.

Responsibilities

• Communicate regularly with internal users about their needs and ideas.
• Understand workflows of all teams involved in trading.
• Design, implement and maintain software, including:
  • An Ingestion mechanism for large volumes of data from trading systems.
  • Internal frameworks for data processing and presentation.
  • In-memory query engines.
• Present the data in a clear, useful, and accurate way, in collaboration with frontend developers.
• Maintain calculation of trading metrics.
• Build software that can reliably run 24/7.
• Participating in the on-call rota.

Essential Attributes

• Pragmatic with strong ability to communicate with technical stakeholders: understanding users’ needs, soliciting features / requirements from them and prioritising effectively according to business needs.
• Algorithmically literate and able to write efficient code.
• Familiar with distributed systems – able to reason about consistency, delays etc.
• Minimum of 5 years’ experience coding in a professional environment with Java or C++.
• Willing to learn Kotlin.
• Skilled in writing automated tests.
• Passionate about reducing complexity.
• Deeply caring about correctness and reliability.
• Proactive about taking responsibility.

Desirable Attributes

• Familiar with high throughput JVM techniques.
• Experience with binary protocols.
• Proficient in working with databases.
• Experienced in working with high stakes systems.

Benefits

• Onsite gym, sauna, and fitness classes at no charge. (Wellbeing Space).
• 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.
• Generous Pension contributions.