Software Engineer

Ansatz Capital, New York

See jobs at Ansatz Capital

Duration: Full-Time

We are looking for a software engineer to join a lean and technical quantitative trading startup. You’ll be responsible for developing and maintaining scalable trading applications and infrastructure for many financial markets and assist with developing the full stack of infrastructure to support trading operations. The role is fast paced, with daily or even more frequent release cycles, and requires a good sense of prioritization between longer and shorter term needs.

Within our systems, from hardware drivers to TCP/multicast handlers to Python interfaces, each layer requires custom optimization for latency, bandwidth, or both. An understanding of trade-offs in terms of clock cycles and CPU cache effects is a must. Multi-core/multi-threaded communications using lock-free algorithms will be employed to increase the theoretical computational limit per unit time; consequently, the candidate should have a good grasp of run-time behavior, serialization delays, and asymptotic behavior in this environment. Compensation consists of base salary, discretionary performance bonus, and possible participation in longer-term incentive schemes.

Skill Requirements

C++11/14 experience
Excellent design and debugging skills
Experience developing for production critical systems
Excellent communication and prioritization skills

Technical Details About Us

Linux shop running modern kernels
C++11/14 codebase, Python layer on top
Technical expertise throughout (everyone programs)
Cloud-scalable research infrastructure

Desirable Skills

Experience with Python
Experience with x86 hardware
Experience with performance engineering
Understanding of Intel Xeon pipelining and cache behavior
Experience with the TCP networking stack
Experience optimizing Linux kernels / using kernel-bypass networking
Experience leveraging AWS or similar cloud infrastructure

Benefits

Catered meals and bountiful snacks
Generous budget for home office equipment
Health / Dental / Vision / 401k
Fitness and wellness benefits

About Ansatz Capital

Ansatz Capital is a quant trading startup based in downtown NYC. Two of our core beliefs are that top talent is a) under-leveraged and b) under-cultivated at most companies, both trading and just in general. Many companies are mostly talk when it comes to that stuff—we actually plan and act. It's not just about quarter to quarter performance here. Even at the small size of 10, we've made substantial investments into building a strong culture when it comes to personal development, technical development, and giving each other thoughtful and direct feedback to help one another grow. Otherwise, what's the point of having great people if you aren't learning from one another as much as possible? Along those lines, our highly technical team has participated in International Olympiads, published in academic journals, and had successful track records at several different trading and research firms. For a lean team, we have great diversity in experience and ability, and have leveraged this to trade a variety of asset classes across a dozen exchanges using research infrastructure we built in-house. This has enabled our teammates to be more effective at creating, testing, and deploying new trading ideas than we ever knew was possible from our collective experiences.