Real-Time Exchange Expert
3 days ago
Real-Time Exchange Expert Position
We are seeking a highly skilled Real-Time Exchange Expert to join our Market Structure Analytics team. The successful candidate will be responsible for employing data-driven methodologies to minimize friction in our real-time interaction with financial markets.
This role is critical to helping HRT optimize the way we connect with unique trading venues.
- Employing Data-Driven Methodologies
- Collaborating with exchange counterparts to understand market specifics
- Conducting research on exchange features, capabilities, and architecture
- Automating metrics collection and visualization to quantify exchange communication effectiveness
- Designing and executing controlled experiments to measure infrastructure changes' impact
- Fostering collaboration across teams to communicate ideas, requirements, and results
- Optimizing our hardware-based trading strategy's fill rate
- Reducing cancel-reject responses
- Investigating and reporting latency-sensitive exchange details
Key Responsibilities
- Data analytics proficiency, including statistics, data visualization, and large data sets
- TCP and UDP network protocol understanding
- Python experience with Pandas, Numpy/Scipy, and other relevant data libraries
- Familiarity with modern computer systems and networks
- Real-time exchange market data and order entry experience a plus
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