Senior Research Platform Engineer

Role overview

Responsibilities

• Maintain and extend the C++ simulation and backtesting framework.
• Model exchange matching engines, order queuing, hidden orders, and cancel-replace rules.
• Build and maintain pybind11 bindings for Python access to the C++ simulator.
• Develop Python research scripts, data pipelines, and visualization tools.
• Debug differences between simulation, research, and production performance.
• Build efficient indexing, access, and preprocessing pipelines for large NFS datasets.
• Translate research and trading ideas into reproducible experiments.
• Improve research-environment reliability and validate data flows.

Requirements

• Strong proficiency in C++ with experience maintaining large, performance-critical systems.
• Experience with pybind11 or an equivalent Python-C++ integration framework.
• Solid Python skills for research pipelines, data analysis, and scripting.
• Experience with distributed simulation or backtesting frameworks in high-frequency trading.
• Deep knowledge of matching engines, order books, queuing models, and special order types.
• Experience building efficient pipelines for large datasets in a distributed file system.
• Strong debugging skills across Python and C++.
• Familiarity with trading concepts such as PnL, risk, market data, and order types.
• Familiarity with SQL, Redis, or Kafka is a plus.

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