C++ Application Developer

LMAX Group is a global financial technology company, which operates multiple institutional execution venues for FX, metals, indices and crypto currencies.

Leading the transformation of the global FX marketplace to transparent, fair, precise and consistent execution, LMAX Exchange has been widely recognised for industry innovation and award-winning proprietary technology. The Group’s portfolio includes LMAX Exchange (FCA regulated MTF), LMAX Global (FCA regulated Broker) and LMAX Digital, the institutional crypto currency exchange.

Servicing funds, banks, brokerages, asset managers and proprietary trading firms, the company offers an anonymous, regulated and rules-based trading environment with strict price and time priority order execution at ultra-low latency. Clients benefit from access to real-time streaming market and trade data, which enables the control of execution quality and total trading costs.

Headquartered in London, UK, the Group has regional offices in New York, Chicago, Hong Kong, Singapore, Tokyo and Auckland.

About the Role: LMAX is looking for a C++ Application developer to form the basis of the our Quantitative Risk development team. We use a combination of Kanban, Agile, and Devops methodologies blended together to manage the diverse needs of the business. This team works closely with the Operations, and Liquidity teams. This is a new position, and as such you will be expected to take a significant role in the direction of the order management software development process. A finance and/or trading background is not required.

Coding The majority of our code base is written in C++. There’s a small component of Web technology (Javascript/vue.js, HTML and CSS) and databases (SQL) as well.

Design You will be working with other members of the team, both technical and non-technical, to identify and figure out how to implement new models and features.

Performance Working on financial trading software brings some interesting throughput and latency challenges, so we care a lot more about performance than many other organisations. This often requires investigative work and digging deep into the internals of our systems to understand how they behave.

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

Essential Skills / Experience:

C++ development on a Linux/UNIX environment.

Automated C++ Testing (ideally Catch2 framework).

Basic Web and Javascript experience.

Understanding of TCP/IP networking.

Ability to understand business requirements and develop systems to meet them.

Ability to design well documented, simple and elegant systems which 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 (TDD).

Version Control Systems (git, subversion, etc).

Continuous Integration Systems (Jenkins, Travis CI).

FIX API.

JSON-RPC over HTTP / Websocket.

Multicast networking and binary market data protocols.

Interest in statistical modelling.

Web UI Development Frameworks (vue.js).

Working knowledge of Kanban and/or Agile methodologies.

Science Degree and/or Professional Certifications.