C++ Applications Developer in London

LMAX Group is looking for a C++ Application developer to form the basis of our quantitative risk development team. This team works closely with the operations, risk management and liquidity teams to operate a small amount of proprietary risk for the business. In this position you can expect 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 on

• The majority of our codebase is written in C++, a language which the team has a passionate interest in.

Design

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

Performance

• Working on financial trading software brings some interesting technical challenges in the areas of throughput and latency.
• Working here you can expect to focus more directly on software performance than at other organisations, while striving to produce code that is easily maintainable.
• 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 can also expect to develop performance benchmark tests to monitor how our software's performance is improving over time.

Production Support

• Our 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 team and you can expect to be working on new software features closely alongside other developers, using pair programming to increase the spread of knowledge.
• Continuously design and implement new features that improve the safety, performance and usability of our software.

Testing

• We rely heavily on validating our system using our extensive test suites. We test at all levels of our system from unit testing to full end-to-end tests in which the entire system is launched and tested in a simulated environment.
• All tests are run every 15 minutes on our CI to give us a fast and 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 to develop 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 to design well documented, simple and elegant systems that are easily maintainable.
• Ability to work independently and with little guidance. A finance and/or trading background is 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