Rust Software Engineer

This is a proprietary trading firm that treats market data as a source of alpha rather than plumbing. Feed handling, order book construction and a deep understanding of exchange microstructure are where they find their edge, and they are looking for a senior engineer to sharpen it further.

Company mission

Fully systematic trading across hundreds of venues, powered by in-house market data and execution technology.

Role Overview

A senior individual contributor role leading the next-generation architecture of the market data and execution platforms behind the firm's systematic trading. You will help set the technical direction for the Core Platform that underpins quantitative research, pricing, strategy development and execution, and drive its rollout globally. Expect a tight, iterative loop with quants and technical traders, Rust, OS internals, CPU and memory architecture, lock-free concurrency and low-latency networking to squeeze every nanosecond out of the path from wire to strategy.

What You'll Own

Platform Architecture

• Leading development and global rollout of the Core market data platform used across market data, research engineering, pricing and strategies teams
• Designing and building high-performance components for market data ingestion, normalisation and distribution, and their use in order execution and strategy infrastructure
• Pushing the platform towards state-of-the-art performance, reliability and observability

Tooling and Production

• Building tools and frameworks that let quants and technical traders build, tune and deploy data-driven pricing and trading strategies
• Owning the full lifecycle of your components: deploying, monitoring, profiling and optimising code in production
• Working directly with quants, traders and focus group engineers to refine requirements and iterate on the platform's design

What We're Looking For

Essential

• Professional experience with Rust
• Experience building low-latency market data ingestion, order execution and algorithmic trading systems
• Strong grounding in algorithms and data structures
• Parallel, asynchronous and multithreaded programming experience
• A track record of clean, reliable, highly scalable C++
• Genuine interest in extracting maximum performance from hardware: CPU caches, memory layout, networking
• BSc, MSc or PhD in Computer Science, Mathematics or a related field
• Clear communication with both technical and non-technical colleagues

Useful

• Background in a proprietary or systematic trading environment

Get in touch for a confidential conversation. Imogen@waverecruitment.co.uk