Software Developer (Market Setup)

About the role

This position is listed on behalf of a partner company, who manages all applications and next steps. Our partner is looking for a Software Developer (Market Setup) based in Canada.

As a Software Developer (Market Setup), you will play a key role in bringing new trading venues onto a high-performance trading platform, taking integrations from initial technical assessment through to the first live trade. You will work across connectivity engineering, binary protocol adaptation, historical market data processing, and latency optimization. Collaborating with infrastructure engineers and other technical teams, you will ensure that each venue is properly integrated, tested, and ready for production. You will work with technologies such as C++, Python, Linux, and specialized low-latency networking infrastructure. This role combines hands-on software development, systems engineering, and technical problem-solving in a demanding trading environment. You will also help establish repeatable integration processes that make future market launches faster and more efficient.

Accountabilities You will own the technical integration of individual trading venues, coordinating each stage from initial requirements analysis and infrastructure design to certification, production deployment, and operational handover.

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Technical Scoping: Analyze exchange specifications, assess existing platform capabilities, identify missing functionality, and estimate the development and integration effort required.

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Connectivity Engineering: Design and implement connectivity solutions in collaboration with infrastructure teams, covering colocation, proxies, network lines, IP addresses, multicast groups, firewall configurations, and failover mechanisms.

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Protocol Adaptation: Develop and adapt market data and order entry connectors to exchange-specific binary protocols, including SBE, FAST, ITCH, OUCH, Eurex ETI, EOBI, LSE native protocols, and proprietary exchange protocols.

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Session and Order Management: Implement and validate session handling, recovery mechanisms, throttling, and order rejection management to ensure reliable exchange communication.

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Market Data and Risk Parameters: Extract and interpret raw product definitions, margin rates, price limits, lot and tick tables, and position limits, providing complete and accurate information to the team responsible for data normalization.

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Historical Data Processing: Convert large volumes of historical exchange archives and captured market feeds into the platform's required format and validate the results against live market data.

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Latency Optimization: Measure system performance using hardware timestamps, compare results against exchange benchmarks and strategy requirements, and optimize host placement, network interface cards, kernel bypass settings, CPU pinning, connector execution paths, and gateway selection.