C++ Applications Developer

LMAX Group is looking for a C++ Application developer to form the basis of our quantitative riskdevelopment team. This team works closely with the operations, risk management and liquidityteams to operate a small amount of proprietary risk for the business.

In this position you canexpect to take a significant role in the development process of our order management software.A finance and/or trading background is not required.

What you will be working onThe majority of our codebase is written in C++, a language which the team has a passionateinterest in.

DesignYou will be working with other members of the team to design and implement features for ourtrading system with a predominant focus on infrastructure. We are looking for developers whoare confident in their ability to develop software, both with others and on their own.

PerformanceWorking on financial trading software brings some interesting technical challenges in the areasof throughput and latency. Working here you can expect to focus more directly on softwareperformance than at other organisations, while striving to produce code that is easilymaintainable.

Developing in this area you can expect to be performing investigative work,digging deep into our system to understand how it works, and how it can be improved. You canalso expect to develop performance benchmark tests to monitor how are software'sperformance is improving over time.

Production SupportOur software runs 24x7, so some element of out of hours and On Call may be required.

Main

Duties and Responsibilities

• Produce clear, well-structured and fully tested C++ code.A focus on writing low latency software in the hot-path areas of our system.
• Spread knowledge throughout the team to avoid siloing.
• This is a highly collaborative teamand you can expect to be working on new software features closely alongside otherdevelopers, using pair programming to increase the spread of knowledge.
• Continuously design and implement new features that improve the safety, performanceand usability of our software.
• Testing
• We rely heavily on validating our system using our extensive test suites.
• We test at all levels ofour system from unit testing to full end-to-end tests in which the entire system is launched andtested in a simulated environment.
• All tests are run every 15 minutes on our CI to give us a fastand reliable feedback cycle.
• There is no waiting for overnight test suites here.
• As a developer at
• LMAX you will be expected to help maintain our test framework so that we can continue todevelop high quality code at speed.

Requirements

• Essential Skills / Experience
• C++ development on a Linux/UNIX environment.
• Automated C++ Testing.
• Version Control Systems.
• Ability to understand business requirements and develop systems to meet them.
• Ability todesign well documented, simple and elegant systems that are easily maintainable.
• Ability to work independently and with little guidance.
• A finance and/or trading backgroundis not required.
• Desirable Skills / Experience
• Test driven development, with experience in testing at different levels of the system (unit,integration and acceptance tests).
• Continuous Integration (Jenkins).
• Knowledgeable in improving software performance in a systematic way.
• Knowledge of Websocket, TCP/IP and multicast networking.
• An interest in compilers.
• Science or Maths related degree.

Benefits

25 days of holiday Bonus Pension contribution Private medical, dental, and vision coverage Life assurance Critical illness cover Wellness contribution program with access to ClassPass Plumm Platform Five volunteering days Give as You Earn initiative Learning and development programs Electric Vehicle Scheme Cycle to Work Scheme Season Ticket Loan