Department Overview
The Market Data Technical Support team covers three main areas: Ultra Low Latency (Colo); Enterprise Low Latency (Direct Exchange Infrastructure, e.g. Wombat or Exegy); and Classic Market Data (Thomson Reuters, Open Bloomberg, Factset, Exchange Connectivity, etc...). The group has follow-the-sun support staff globally located in New York, London, Hong Kong, Singapore and Tokyo to support the distribution of pricing, news and trade data throughout Wealth, Corporate, and ABSA Capital.
In Asia we have a specialist team that covers the first 2 areas (Colocation and Enterprise) for the region, where we now have a rare opening and a unique opportunity for the right candidate to join the firm!
Main Function
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 Colocation 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 Colocation or Enterprise market data solutions, driven either by the business, Exchanges or High Frequency/Market Data Engineering
• Coordinate with Networks, Unix and other IT teams to implement infrastructure and connectivity for new Exchanges and Colocation facilities
• Engage with other IT teams to troubleshoot and resolve production market data, infrastructure and connectivity issues
• Collaborate 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 issues
• Build strong relationship with application teams and business leads to understand fine detail around normalized Enterprise data requirements and supply required enhancements where possible
• Deploy new latency and performance monitoring tools and implement scripts to fine tune automated monitoring and maintenance of the Colocation and Enterprise Low Latency infrastructure
• Optimize latency output of Enterprise market data vendor Feed handlers and then publish performance profiles using standard tools and in house test systems
• Implement recommendations from Market Data Engineering to optimize Linux OS for Enterprise wide low latency market data delivery
• Partner closely with High Frequency Engineering and Market Data Engineering based in UK/US on the latest low latency technologies, representing the Asia region
Requirements
Minimum Requirements
At least 3 years experience in financial markets and applications, including exchange market data feeds, Linux OS, and advanced Networking. Experience with low latency environments is a must.
Expert in NYSE Technologies market data platform and/or Thomson Reuters RMDS software concepts, configuration and in-depth understanding of their inner workings.
Enthusiastic, hard working, and detail oriented, with the ability to think creatively and to communicate with confidence and clarity at all levels.
Preferred Requirements
Experience working with major exchange feeds, especially within Colocation 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 like.
Fluent 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 issues.
Ability to write shell scripts, PERL, or C++, to provide value-add automation is a strong plus.
Experience 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 plus.
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