Performance 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 across multiple trading venues worldwide.From our offices in Amsterdam, Chicago Sydney and Mumbai, we provide liquidity to the financial markets, driving efficiencies for buyers and sellers.

Performance Engineering at IMC:

Our Performance Engineering Team plays a critical role in analysing, optimising, and continuously tuning the complete trading stack, in order to improve performance of our trading responsiveness and safety on financial exchanges.

As a Performance Engineer, you will interact often with our Infrastructure and Software Engineering teams and be exposed to low latency technologies such as microwave links and FPGAs that are being used by trading applications on a daily basis.

Your primary source of information are full network captures that amount to terabytes of data per day. All these must be analysed in order to find patterns, provide answers and verify theories and assumptions.

You will also be given the opportunity to try in a real and lab environments any innovative technology, be it in early initial commercialisation phases or via collaboration with Universities / Research centres. This is done by implementing internal prototypes of early alpha versions that access both their latency improvements and their real-world applicability.

Your Core Responsibilities:

• Prototyping: be able to think of, develop, and try out different ideas, solutions and technologies
• Coding: Design, develop, test, and deploy simple, elegant, reusable code to extend out analysis platforms
• Modelling: Apply knowledge of systems and statistical modeling techniques to find technological edge for IMC.
• Measurement: be a latency measurement detective; think Sherlock Holmes and the case of the missing microsecond
• Communication: be able to share / route the appropriate level of information with both Traders and other Technology teams.

Your Skills and Experience:

• 3+ years of experience in at least two of the areas: statistics and modeling, distributed systems, computer networks, operating system architecture, ultra-low latency environments.
• Strong analytical and quantitative abilities, including a deep passion for working with data and a belief that we can understand the world through statistical modeling.
• Inquisitive mind, love solving brain teasers.
• Proficiency in Python, C++, and Object-Oriented Programming (OOP)
• Knowledge of networking (TCP/IP, UDP, Multicast) and/or Linux focusing on operating system internals is a plus.
• Ability to communicate complex ideas to technical and non-technical audiences
• Ability to see opportunities and to make them happen without supervision; a true self-starter.

Our Technology Stack

Our tech stack includes an ever-evolving range of systems and technologies, and our engineers have the freedom to choose the best solution for the problem at hand. If a new technology has the potential to add value, we’ll actively invest in exploring, adopting and developing it.

What you can expect

At IMC, no two projects or any two days are the same. You can expect a dynamic, fast-paced environment that delivers a steady stream of challenges. One of the most exciting aspects of the job is our quick feedback loop.

Our workforce is just as varied. IMC’ers are drawn from a broad range of nationalities and backgrounds; what they have in common is their deep technical expertise, extraordinary smarts and highly collaborative approach. We give people lots of responsibility and the support they need to make an impact from day one. As a performance engineer, you’ll have the chance to learn everything you need to know about financial markets – it’s just one of the things that make this job more interesting than other tech and research roles.

Our open and collaborative culture stimulate the sharing of ideas, knowledge and technology between our different teams and offices, and regardless of hierarchy.