Software Developers

in Cook - Chicago, IL

Job Description

Headlands Tech Organization, LLC, in Chicago, IL, seeks Software Developers to perform the following duties:

• Design, engineer and implement the Firm’s trading software in the C++, Java, and Python programming languages, working in close collaboration with the development and research teams to architect, implement and analyze new automated electronic trading algorithms. 
• Play a key role in building and engineering the Firm’s software infrastructure to support new and existing lines of business and expand the Firm’s proprietary research platform to support new exchanges, products and functionality.
• Implement new exchange connectivity within existing infrastructure communicating with exchange personnel as required to conform to their specifications and using knowledge of the exchange’s protocol to integrate into the company’s existing trading system.
• Build monitoring systems for trading strategies and all other pieces of required infrastructure (e.g., intraday drawdown, lost exchange connectivity, lost connectivity within firm’s network).
• Maintain and extend the firm’s core research infrastructure, designing, implementing and maintaining distributed storage systems, addressing performance limitations within Linux, and investigating new technologies to improve the stability, scalability and performance of the research platform.
• Implement new trading strategies in collaboration with Research and Operations Teams and Platform Development Teams, including implementing new alphas for trading strategies; investigating signal issues for trading systems’ alphas; investigating and reconciling differences between trading strategies performance in simulation versus production; and investigating production trading issues with Platform Development and Operations and Research Teams.
• Conduct code review of other developers, researchers and operations team members.
• Conduct performance optimization of the live trading strategy and the firm’s research platform, benchmarking of latency and throughput and implementing micro optimization of existing code (e.g., lock free programming techniques, use of compiler intrinsics, analyzing x86-64 assembly), and developing new strategy and platform algorithms to support improved performance.
• Perform fundamental network programming, implementing central communication protocols and investigating network captures to understand latency and behavior for both exchange and internal communication.
• Maintain and extend the firm’s core research platform software.
• Design, implement and maintain software for strategy optimization, post-trade analysis and strategy PnL performance investigation, and visualization.
• Complete automated electronic trading strategy reconciliation and performance monitoring.
• Investigate new technologies to improve the stability, scalability and performance of the research platform.
• Write and maintain extensive unit and integration tests.
• Ensure quality of market data and simulation environment used within platform.
• Complete extensive testing of market data parsing and order or level book code to ensure automated electronic trading strategies have an accurate and up-to-date view of the current book for any financial instrument used in a pricing or trading model.
• Improve and maintain ability to simulate trading strategies.
• Work with a variety of tools and technologies including Python, Java, Linux, JavaScript, C++17, C++2a, advanced compression techniques, micro-optimization, NGINX, PostgreSQL and SQLite databases, TCP, UDP, SCTP, Raw sockets, SolarFlare EFVI, Onload, VMA, HTTP, CMake, gcc, clang, Git, Linux, Kernel Bypass, Lock-free programming, Boost, Abseil, protocol buffers, and flatbuffers, Exchange and ATS technology and futures implication.
• May work all shifts (i.e., weekday evenings and weekends) for domestic and international trading hours coverage.

Multiple positions available.

Minimum Requirements: Bachelor’s degree in computer science or related field plus 1 year software development experience (design, coding and testing) using C++, Python, TCP, HTTP, model development, data pipeline development, algorithm development, and system testing experience.

Must also pass Headlands’ coding test.

Application Instructions: To apply, send resume to careers@headlandstech.com. Please reference job title.