About the position
The position involves designing, developing, and optimizing software for real-time market-making and pricing of U.S. Treasury instruments on a Linux platform. There is a deep emphasis on yield curve analytics and automated spread calculations across benchmark points. The role includes implementing algorithmic hedging strategies driven by real-time curve exposure and DV01-based analytics, along with sophisticated circuit breakers for D2C e-trading platforms to ensure stable operations. The candidate will integrate FIX protocol specifications to facilitate order routing on major Treasury venues (Tradeweb, Bloomberg, and BrokerTec), applying market microstructure expertise to optimize RFQ workflows and internal liquidity routing. Performance profiling is necessary to maintain strict system SLAs, as well as collaboration with risk and compliance teams to conduct regulatory and operational stress tests on order management systems. The candidate will analyze desk requirements to maintain robust venue connectivity and price distribution architecture, while also mentoring junior developers in Treasury electronic trading systems.
Responsibilities
- Design, develop, and optimize software for real-time market-making and pricing of U.S. Treasury instruments.
- Implement algorithmic hedging strategies driven by real-time curve exposure and DV01-based analytics.
- Integrate FIX protocol specifications for order routing on major Treasury venues.
- Optimize RFQ workflows and internal liquidity routing.
- Conduct performance profiling to maintain strict system SLAs.
- Collaborate with risk and compliance teams for regulatory and operational stress tests.
- Analyze desk requirements for venue connectivity and price distribution architecture.
- Mentor junior developers in Treasury electronic trading systems.
Requirements
- Bachelor's degree in Computer Science, Computer Engineering, Computer Information Systems, or related field.
- 4 years of experience in the job offered or as Software Engineer or related occupation.
- Experience developing high-performance trading systems on Linux platform.
- Experience with TCP/IP protocols for low-latency market data processing and order execution in HFT environments.
- Experience implementing lock-free programming techniques and memory management for low-latency systems.
- Experience designing pricing algorithms for fixed income RFQ markets.
- Experience implementing position-driven hedging algorithms utilizing real-time curve exposure monitoring and DV01 analytics.
- Experience integrating FIX protocol for D2C venues including Tradeweb, Bloomberg, and BrokerTec.
- Experience profiling and optimizing system latency using JMH and async-profiler.
- Experience developing Shell Scripts for automation and system management.
- Experience working with Linux tools and utilities.
- Experience with Git and Jenkins for production trading systems.
- Experience implementing circuit breakers and real-time monitoring frameworks for trading infrastructure.
- Experience designing order management systems with focus on venue connectivity and regulatory compliance.
- Experience developing stress testing frameworks for trading strategies.
- Experience utilizing behavior-driven development frameworks such as Cucumber.
Nice-to-haves
- Experience creating price distribution systems incorporating market microstructure requirements.
- Experience implementing multi-threaded optimization techniques for real-time quote generation.
Benefits
- Full-Time position
- Salary range of $171,100 - $215,000 per year
