Software Developer (Market Setup)

Technical Scoping: Analyze exchange specifications, assess existing platform capabilities, identify missing functionality, and estimate the development and integration effort required.

Connectivity Engineering: Design and implement connectivity solutions in collaboration with infrastructure teams, covering colocation, proxies, network lines, IP addresses, multicast groups, firewall configurations, and failover mechanisms.

Protocol Adaptation: Develop and adapt market data and order entry connectors to exchange-specific binary protocols, including SBE, FAST, ITCH, OUCH, Eurex ETI, EOBI, LSE native protocols, and proprietary exchange protocols.

Session and Order Management: Implement and validate session handling, recovery mechanisms, throttling, and order rejection management to ensure reliable exchange communication.

Market Data and Risk Parameters: Extract and interpret raw product definitions, margin rates, price limits, lot and tick tables, and position limits, providing complete and accurate information to the team responsible for data normalization.

Historical Data Processing: Convert large volumes of historical exchange archives and captured market feeds into the platform's required format and validate the results against live market data.

Latency Optimization: Measure system performance using hardware timestamps, compare results against exchange benchmarks and strategy requirements, and optimize host placement, network interface cards, kernel bypass settings, CPU pinning, connector execution paths, and gateway selection.

Performance Documentation: Establish and document latency baselines to support ongoing operational monitoring and performance consistency.

Certification and Testing: Complete exchange conformance procedures and internal certification tests, including replay testing, soak testing, order-flow scenarios, and failover validation.

Operational Preparation: Develop detailed operating instructions covering exchange sessions, schedules, trading limits, startup and shutdown procedures, failure scenarios, escalation processes, and exchange contacts.

Go-Live and Handover: Coordinate the first live trading activity, provide initial production support during the hypercare period, and ensure a smooth transition to the operations and trading desk teams.

Continuous Improvement: Help make future exchange integrations more efficient by applying lessons learned and improving technical implementation processes.