We have carefully and strategically grown our client base to cover a number of the world's top financial institutions including some of the most renowned names on Wall Street.
Our significant market reputation and status as the No. 1 ranked IT search firm for many of our select clients is a direct result of our strong industry relationships, intimate understanding of the marketplace and proven ability to deliver results.
To get ahead, contact us at www.pinpointasia.com
—————————————We are looking for an experienced market data engineer who is keen to work in an exciting and challenging environment, supporting High Frequency Trading technology and business groups within a virtual team of Collocation support experts. The candidate must be well versed in multiple disciplines, especially Linux, Networking, and Middleware, and be able to pull the virtual team together to solve problems or design new solutions. In addition, the candidate will also be required to support our Enterprise Low Latency market data distribution platforms, and should be a seasoned expert in one or more of the common vendor technologies, e.g. NYSE Technologies (Wombat) and/or RMDS.
The candidate must have extensive knowledge and experience of Exchange specific data feeds and trading connectivity, and be able to understand and map this to business specific data content and performance requirements. The candidate should have a good understanding of the trading systems, rules and methodology in use by the major exchanges across Asia.
A successful candidate will also be very familiar with High Performance/Low Latency hardware technologies, as well as latency measurement and performance monitoring tools. The role will involve working closely with Market data Engineering, Infrastructure Engineering teams, application developers, and business users to proactively enhance the platform stability and optimize business performance.
Main Duties:
Implement new and updated Collocation or Enterprise market data solutions, driven either by the business, Exchanges or High Frequency/Market Data EngineeringCoordinate with Networks, Unix and other IT teams to implement infrastructure and connectivity for new Exchanges and Collocation facilitiesEngage with other IT teams to troubleshoot and resolve production market data, infrastructure and connectivity issuesCollaborate with application development and business users to resolve any pricing issues, coming via direct exchange feeds, or market data distribution platforms (e.g. NYSE Technologies, RMDS)Own and manage ongoing relationships with Vendors, to understand impact and prerequisites of Exchange driven changes, work with pre-sales on new Enterprise solutions, and escalate any production impacting issuesBuild strong relationship with application teams and business leads to understand fine detail around normalized Enterprise data requirements and supply required enhancements where possibleDeploy new latency and performance monitoring tools and implement scripts to fine tune automated monitoring and maintenance of the Collocation and Enterprise Low Latency infrastructureOptimize latency output of Enterprise market data vendor Feed handlers and then publish performance profiles using standard tools and in house test systemsImplement recommendations from Market Data Engineering to optimize Linux OS for Enterprise wide low latency market data deliveryPartner closely with High Frequency Engineering and Market Data Engineering based in UK/US on the latest low latency technologies, representing the Asia regionRequired Skills:
5-10 years experience in financial markets and applications, including exchange market data feeds, Linux OS, and advanced Networking. Experience with low latency environments is a mustExpert in NYSE Technologies market data platform and/or Thomson Reuters RMDS software concepts, configuration and in-depth understanding of their inner workingsEnthusiastic, hard working, and detail oriented, with the ability to think creatively and to communicate with confidence and clarity at all levelsPreferred Skills:
Experience working with major exchange feeds, especially within Collocation facilities, e.g. TSE Flex, OSE J-Gate, ASX Trade/Trade24, HKG MDF/PRS, NSE/BSE, SGX-ST/DT, etc.Experience with high volume middleware solution, Informatica/29 West LBM, Wombat Middleware/Data Fabric (LDMA/RDMA) and the likeFluent understanding of operating system internals, especially Linux, with sound knowledge of OS fundamentals (i.e. tuning the network stack, operating tcpdump, core bindings, interrupt affinity)Thorough knowledge of TCP/IP fundamentals, extensive experience with troubleshooting networking issues, e.g. multicast, routing, and ARP issuesAbility to write shell scripts, PERL, or C++, to provide value-add automation is a strong plusExperience working with low latency hardware technologies a plus, e.g. 10G Ethernet, Infiniband, Cisco/Arista, Solarflare, Mellanox, Chelsio, Endace, Corvil, Correlix, TipOff, NetOptics, etc.Knowledge of market data APIs, including Wombat MAMA and Reuters SSL/RFA a plusIf this outstanding opportunity sounds like your next career move, please send your resume in Word format to Matthew Chung at resume@pinpointasia.com and put High-Frequency Market Data Specialist (Data Feeds & Exchange Connectivity) in the subject header.
Data provided is for recruitment purposes only.
0 comments:
Post a Comment