5+ years of professional software engineering experience in options electronic market making, with a strong focus on end-to-end quote lifecycle management.
Strong understanding of CPU architecture, memory hierarchy, caching, concurrency, networking, and Linux performance.
Demonstrated experience building low-latency, high-throughput, multithreaded systems.
Nice to Haves
(Highly preferred) Knowledge of the inner workings of one or multiple US equity option exchanges
What You'll Be Doing
Design and develop a high-performance, event-driven options quoting engine capable of maintaining large numbers of simultaneous two-sided quotes across symbols, strikes, expirations, and exchanges.
Build efficient quote lifecycle management, including new quote creation, quote replacement, quote and mass quote cancellation, quote refresh, and quote re-entry.
Implement intelligent quote prioritization, throttling, and backpressure handling when exchange or internal message-rate limits are reached.
Apply strong knowledge of U.S. options market microstructure and exchange matching engine, gateway behavior.
Develop high-performance C++ components using lock-free and low-contention data structures, cache-aware data layouts, efficient CPU/core utilization, NUMA awareness, kernel and network-stack optimizations, and high-performance IPC.
Profile and tune the full quote-to-exchange path to reduce gateway latency and maximize sustained throughput.