C++ Developer, Market data platform, AVP
Credit Suisse is a leading global wealth manager with strong investment banking capabilities. Headquartered in Zurich, Switzerland, we have a global reach with operations in about 50 countries and employ more than 45,000 people from over 150 different nations. Embodying entrepreneurial spirit, Credit Suisse delivers holistic financial solutions to our clients, including innovative products and specially tailored advice. Striving for quality and excellence in our work, we recognize and reward extraordinary performance among our employees, provide wide-ranging training and development opportunities, and benefit from a diverse range of perspectives to create value for our clients, shareholders and communities. We are Credit Suisse. We Offer Role overview
The Market Data team is seeking a candidate with hands on experienced developer for Pi Market data platform at Credit Suisse Investment Bank. To be successful full grasp of components involved in receiving direct feeds from exchange and delivering normalized trade data, consolidated book data to low latency trading applications. This position requires regular interaction with senior traders to understand requirements and propose appropriate solutions. Key-Deliverables
Candidates should have prior experience in the investment banking domain leading development of low latency market data systems. Deliverables Include
Additional Duties and Responsibilities
- Map new requirements to existing or new functionality
- Lead the design of the solution soliciting inputs from the global development team and develop implementation plan
- Work with low latency infrastructure teams to have appropriate tooling in place to monitor performance in production environments
- Plan and execute exchange mandated changes
- Coordinate with support teams to resolve issues reported by L1 support.
- Coordinate coverage for mandatory exchange tests
- Mentor junior staff
- Around 4 - 6 years' experience developing sub-microsecond latency market data platform based on Multicast/TCP/Proprietary API based direct feeds from exchanges.
- Hands on experience developing feed handlers for various market data protocols including (but not limited to) SBE / FIX / ITCH / etc. and low latency normalized market data distribution infrastructure
- In depth knowledge of either UST feeds (Brokertec, LiquidityEdge,Fenics, Espeed etc.) desirable. Knowledge of US Future/Options feeds (OPRA/ CME) would be a plus.
- Proficiency and experience in C, C++ 11/14 based multi-threaded applications. Knowledge of low latency performance-tuning techniques in multi-cpu NUMA architecture. Python and other scripting skills.
- Experience with kernel bypass networking (RDMA, TOE or OpenLoad). Vendor (Mellanox, Solarflare etc.) specific low latency APIs.
- Result oriented, dedicated, hardworking and can work on own initiative whilst also working collaboratively and deliver on time with a high level of integrity, sense of urgency, attention to detail and quality standards
Credit Suisse is an equal opportunity employer. Welcoming diversity gives us a competitive advantage in the global marketplace and drives our success.