Software Engineer

Software Engineer

The Software Engineer at MPG Operations LLC in New York, NY will design and develop in C++ the Trades, Orders, and Position system to ensure accurate, real-time data delivery across trading platforms. Optimize system performance to handle high-volume trading activity and ensure real-time tracking for risk and compliance systems. Contribute to the design and development of the firm’s core sequencer platform, supporting the next-generation order management system. Collaborate with cross-functional teams to ensure seamless integration and functionality of trading systems. Leverage expertise in low-latency messaging, multithreading, and real-time data processing to enhance system performance. Apply knowledge of order state management to ensure accurate tracking of order lifecycles. Utilize the FIX protocol for seamless communication between trading systems. Development work on accurate start of day positions for MLP Position calculations. Optimize trade messaging systems for packet size, ensuring messages remain under 1 MTU for efficient transmission. Design and implement shared memory solutions to improve data access and processing speeds. Salary: $175,000 - $250,000 per year. Requires a Master's degree in Computer Engineering, Information Systems, or a related field, plus 1 year in a professional software development, or related, occupation in the financial or investment industry. Must include 1 year of experience with each of the following: (1) profiling and optimizing platforms, including multithreading; (2) using machine learning models to expedite the development lifecycle; (3) building real-time series data monitoring systems with KDB+; (4) working with security identifiers, including Reuters Instrument Code (RIC) and Stock Exchange Daily Official List (SEDOL); (5) automation of software deployment using Jenkins and Ansible; (6) C++23, Python and Java; (7) low-latency messaging software and hardware tools, including SBE, AERON, and Solarflare Onload; and (8) sequencer architecture in financial settings.