Senior Software Engineer

Senior Software Engineer – Automated Trading – London

When you think about being challenged by a set of interesting problems in software engineering, what do those typically look like? We’re working with a team of engineers at an algorithmic trading firm in London, which solves problems that sit at an incredibly interesting intersection: financial instruments, game theory and distributed systems.

Why is their work interesting?

Latency.

• They write code where the execution path is profiled in microseconds because they’re racing other teams to the same opportunity.

Profit discovery.

• Finding an edge in automated trading means they’ve built their own data infrastructure. This indexes on-chain state, reconstructs order books from venues, tracks wallet behavior across chains. Their pipelines process millions of events and make them queryable in milliseconds.

Probabilistic trading models.

• When they submit a trade, they don’t know if it lands, when it lands, or what state the world is in when it does. The code’s logic has to reason about: what if this reverts? What if gas spikes and I’m outbid? What if the price moves between simulation and inclusion? The code they write simulates the full execution against a forked state before committing.

Heavily math oriented.

• Their work solves for optimal trade size across venues with non-linear price impact, factoring execution costs at execution time. This may look like implementing constant product formula, concentrated liquidity tick math and Curve stableswap invariants directly in their simulation layer so they can price routes without hitting an RPC.

Signal to noise anaylsis.

• Where they trade, the data is public and permanent, which sounds great until you realize everyone has the same data. Their edge is in how fast it’s processed, reconstructed and opportunities identified before they get arbed away. This means they end up writing a lot of heuristics for classifying transactions.

Who they need to join them? There are two avenues they are prioritising.

• Software Engineer with several years of experience from a tech-driven company, supported by top-class academics. Existing team members hold IMO/IOI medals.
• Software Engineer from the world of proprietary trading, who may have experimented with on-chain trading strategies before.

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