Low Latency Market Data Engineer Low Latency Market Data Engineer …

Credit Suisse
in New York, NY, United States
Permanent, Full time
Last application, 30 Jan 20
Credit Suisse
in New York, NY, United States
Permanent, Full time
Last application, 30 Jan 20
Credit Suisse
Low Latency Market Data Engineer
We Offer
Role overview The Market Data team is seeking production support engineer to support the Pi Market data platform at Credit Suisse Investment Bank. This position requires full understanding of components involved in receiving direct feeds from exchange and delivering normalized trade data, consolidated book data to low latency trading applications.
Key Deliverables Candidates should have prior experience in the investment banking domain supporting low latency market data systems.
Deliverables Include:
  • Resolution of problems in production in timely manner
  • Work with market data venues to diagnose issues related to feeds.
  • Work with network and infrastructure teams to diagnose and resolve production issues.
  • Improvement of monitoring dashboards in ITRS Geneos
  • Develop scripts to gather metrics on latency, resource usage for continuous monitoring of performance, capacity.
  • Participate in exchange mandatory tests on week ends

Additional duties and responsibilities
  • Hours: Requires early morning presence in New York office.
  • Work with off shore teams daily for support handover during early morning
  • Participation in exchange mandatory tests on weekends.

You Offer

  • Candidates must have strong experience, 3 years or more, in production support of high-demand applications in investment banking domain.

Must have experience with four or more of the following proficiencies:

  • Self-motivated and proactive with outstanding analytical and problem solving skills.
  • Deep understanding of US equity (CTA,UTP) market data feeds.
  • Experience with Electronic trading platforms in Equities, Fixed Income or Foreign Exchange
  • Experience with scripting languages like Python, JavaScript, Shell scripts etc.
  • Experience with databases like MS SQL, Sybase, and Oracle etc.
  • Knowledge of time series databases like One Tick, KDB.
  • Strong well and verbal communication skills.

Mandatory Skill-set: US Equity Market Data, Shell scripting, Perl or Python scripting, UNIX & Linux, Windows!
Desired Skill-set: C++, Java, Sql.