Low-Latency Engineer

2 Months ago • All levels • Software Development & Engineering

Job Summary

Job Description

We are seeking a Software Engineer with experience in high-performance, low-latency systems. You will collaborate with our quantitative researchers and developers, taking a comprehensive approach to designing and optimizing our fast-trading systems. The ideal candidate should have experience in low-level systems programming and optimization, specifically in the context of network applications demanding extremely low latency and high throughput. Familiarity with hardware performance counters and profiling tools is also crucial. Understanding of modern computer architecture, including cache hierarchies and experience with fast-packet processing are preferred.
Must have:
  • Experience with low-level systems programming and optimization.
  • Experience working on network applications requiring extremely low latency.
  • Ability to improve application performance through profiling tools.
  • Thorough understanding of modern computer architecture.
Good to have:
  • Experience with fast-packet processing.
  • Experience with languages with a managed runtime.
  • Familiarity with a typed functional language.

Job Details

About the Position

We are looking for a Software Engineer with experience in high-performance, low latency systems. You’ll work closely with our quantitative researchers and developers, taking a holistic approach to design and optimize our fast-trading systems.

We build systems primarily in OCaml with only small amounts of C and C++, but you don’t need any experience with OCaml in particular (we can teach it to you) or knowledge of the financial markets. The most important qualification is experience with low level systems programming and optimization, whether it is in C, C++, or any other language.  

About You

  • Experience with low level systems programming and optimization, and working on network applications that require extremely low latency and high throughput
  • Can understand, interpret, and improve application performance through hardware performance counters and other profiling tools
  • Has a thorough understanding of modern computer architecture and can talk to others about it; for example, can you describe modern x86 AMD and Intel cache hierarchies?
  • Some experience with fast-packet processing in user space and common kernel-bypass implementations would be ideal (such as Solarflare OpenOnload/TCPDirect/ef_vi, Exablaze, InfiniBand verbs, DPDK)
  • Experience working around the performance challenges of languages with a managed runtime (such as Java or C#) and familiarity with a typed functional language are a plus

 

If you're a recruiting agency and want to partner with us, please reach out to agency-partnerships@janestreet.com.

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About The Company

Jane Street is a quantitative trading firm with offices in New York, London, Hong Kong, Singapore, and Amsterdam. We are always recruiting top candidates and we invest heavily in teaching and training. The environment at Jane Street is open, informal, intellectual, and fun. People grow into long careers here because there are always new and interesting problems to solve, systems to build, and theories to test.



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