Market Structure Engineer

LIFE AT IMC AS A MARKET STRUCTURE ENGINEER WHO WE ARE AND WHAT WE DO IMC is a leading global market maker, using algorithmic trading and advanced technology to buy and sell securities on multiple trading venues worldwide. We provide liquidity to the financial markets, driving efficiencies for buyers and sellers. Founded in 1989, we are an ambitious, innovative company and identified early on the importance technology would play in the fast-paced evolution of trading. This entrepreneurial spirit still drives us today and can be found in all of our offices around the world. OUR TEAM We now operate globally from offices in Europe, the US and Asia Pacific. Our employees work closely together in multidisciplinary teams, making our success possible. Technology - At IMC, technology is not a department, it is at the heart of everything we do. Our technologists push the limits of possibility, and then look beyond. In our fast-paced environment, short feedback loops mean projects worked on in the morning can enter production the next day. Trading – Although our traders come from many backgrounds they all have one thing in common: they are at their best solving complex problems. Their insight into global events, market shifts and pricing ensure we are trading in the right place, at the right time. Business Support - Around the world, IMC’s business support teams are essential for sustaining our success. In our dynamic environment, we have many exciting challenges and multidisciplinary opportunities to shape our operations and make a real impact. OUR CULTURE Our employees are our greatest asset so we give them lots of responsibility and the support they need to make a difference. Our flat structure fosters a culture of openness and collaboration, encouraging the sharing of ideas and knowledge. It makes no difference if you have been with us for three days or three years, the best idea wins. While we work hard, we also have a lot of fun; whether solving complex challenges or in team building, leisure and sporting activities. IMC also enables its employees to contribute towards a better society through our foundation. MARKET MICROSTRUCTURE ENGINEER / ULTRA LOW-LATENCY PERFORMANCE Trading nowadays happens in a highly competitive technological landscape; the best trading idea alone doesn’t cut it anymore. Instead, only the best trading ideas that are enabled via robust, scalable and fast technology win. Do you enjoy the process of problem solving, a process where you recognize areas of improvement and iterate and innovate to improve? Does your curiosity and desire to learn drive you? Do you believe that we can understand the world through statistical modelling? Do you have a strong desire for dissecting technology, reverse engineering and understanding how things work under the cover? If you answered yes to any of the questions above, you might be just the right match! ULTRA LOW-LATENCY PERFORMANCE ENGINEERING AT IMC As a market microstructure engineer at IMC you will join a team of technologists and statisticians trying to quantify the technology behind the markets - a new breed of quants, focusing on technology rather than on financial markets. You will: Analyze, optimize, and continuously tune the complete trading environment in order to improve performance of our low latency trading systems on financial exchanges. Define the direction for critical investment decisions by analyzing complex technical problems in a self-directed manner. Apply statistical modelling techniques to a variety of large data sets to find technological alpha. Understand internal and external developments in technology, as well as competitor approaches that can help improve IMC performance. Build elaborate models for information flow for both intra and inter-exchange. Design, develop, test and deploy simple, elegant and reusable code. Build IMC's knowledge base to ensure deep understanding of exchange infrastructure and protocols. Work closely with traders and other technology teams (locally and globally) to drive global thinking, information sharing, and sustainable, long-term solutions. WHAT MAKES IT FUN? One of the most fun aspects of the job is that we have a very quick feedback loop. We release early and often to get incremental benefits as they are developed We operate at the bleeding edge of technology. If something new can potentially bring an advantage we will actively invest in developing and utilizing the solution We really believe in sharing knowledge and technology between the different offices. Much of our technology stack is shared between all 3 regions, and we provide opportunities to travel between the regions both for personal growth and to assist where it has the biggest impact. To get the best results we encourage everybody to gain understanding of both the trading strategy and how exchanges work on a technological level. Working at IMC is also an opportunity to learn about financial markets. We know from experience that a lot of people really enjoy learning about a field beyond their immediate area of expertise, it’s one of the things that makes this job more interesting than others. We employ a broad range of people with varying backgrounds. What they have in common is their superior technical expertise, their extraordinary smarts and their collaborative approach. We will not accept less. WHO YOU ARE: 3 years experience in at least one of the areas: statistics and modelling, distributed systems, computer networks, operating system architecture, ultra-low latency, financial markets. A deep passion for working with data and belief that we can understand the world through statistical modelling. A strong desire for dissecting technology, reverse engineering and understanding how things work under the cover. When you look at the watch, your first thought is how do the second and minute hands move exactly? Ability to clearly communicate complex ideas. Ability to see opportunities and to make them happen. Strong analytical and quantitative abilities. Proficiency in a programing language, preferably Python or C . OOP is very beneficial. Understanding of networked systems (TCP/IP, UDP, IP multicast) and/or Linux with a focus on operating system internals is a plus. Ability to work without supervision; a true self starter. OUR HIRING PROCESS To set you up for success, you can find our hiring process including tips on applying and interviewing with us on our website. Now it’s up to you! Apply today to start an amazing journey with IMC.