We are looking for a Senior C#/.NET Developer to join an investment fund that leverages advanced algorithms for cryptocurrency trading.
Responsibilities
- Design and develop a high-performance trading platform with low-latency requirements.
- Implement market data integration and processing via FIX/FAST/REST/WebSocket protocols:
- Build and aggregate quote streams, consolidate order books.
- Optimize incoming data processing (low-level parsing, buffering, zero-copy, minimizing allocations).
- Develop and enhance market-making and order execution algorithms, including options market-making strategies.
- Optimize algorithms using SIMD, low-level optimization, and profiling.
- Optimize networking and socket handling (latency minimization, efficient I/O model usage).
- Write zero-allocation C# code, analyze and eliminate GC overhead.
- Develop C# interoperability with native libraries.
- Participate in technical design: choosing architectural solutions for high-performance and scalable systems.
- Monitor system performance and stability, identify bottlenecks, and resolve them.
- Participate in testing (unit/integration), load testing, and write automated tests for key components.
Requirements
- Proficiency in Russian (C2 level).
- Excellent command of C# (.NET 7+).
- Experience with interop development.
- Deep understanding of multithreading: memory models, synchronization, lock-free techniques, concurrent collections.
- Proven ability to write zero-allocation C# code: identifying/eliminating allocations, understanding CLR/GC internals.
- Strong knowledge of trading system protocols (FIX, FAST, WebSocket, TCP, UDP, etc.).
- Broad expertise in high-performance architectures: designing low-latency, distributed, and scalable systems.
- Hands-on experience with latency optimization: profiling, hot-spot analysis, bottleneck elimination.
- Experience in HFT projects.
- Experience developing options market-making strategies, with understanding of options markets and risks.
- Knowledge of matching engine principles, order handling mechanics, and order book dynamics.
- Proficiency with profiling tools (dotTrace, PerfView, native code profiling, etc.).
- Experience with monitoring and logging systems (latency and performance metrics collection).
- Strong self-organization and ability to work remotely: independent task planning and reporting.
Conditions
- Work format: fully remote, with occasional business trips to countries with favorable climates (covered fully or partially by the company, negotiable).
- Team: friendly and professional, combining experienced developers and quant analysts. Regular technical meetings, knowledge sharing, and code reviews.
- Tasks: intellectually challenging, focused on building and optimizing low-latency trading systems, exploring new approaches and technologies.
Job Type: Full-time