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Lead Software Developer – Options Market Making

  • Montreal, QC, Canada

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Job details

Experience
5+ years of professional software engineering experience in options electronic market making, with a strong focus on end-to-end quote lifecycle management.
Posting language
English
Posted

Original job description

Position Overview:

We are seeking a highly experienced Lead Software Developer to design, build, and optimize the core technology behind real-time option quote management across U.S. equity options markets.

The candidate must have a proven track record and hands-on experience in the following areas:

  • Design and develop a high-performance, event-driven options quoting engine capable of maintaining large numbers of simultaneous two-sided quotes across symbols, strikes, expirations, and exchanges.
  • Build efficient quote lifecycle management, including new quote creation, quote replacement, quote and mass quote cancellation, quote refresh, and quote re-entry.
  • Implement intelligent quote prioritization, throttling, and backpressure handling when exchange or internal message-rate limits are reached, including per-venue rate budgets, burst controls, quote aging policies, cancel/replace prioritization, and graceful degradation under peak market-data or volatility events.
  • Apply strong knowledge of U.S. options market microstructure and exchange matching engine, gateway behavior, including quote-entry protocols, session management, acknowledgments, rejects, recovery, and venue-specific latency, throughput, and throttling constraints.
  • Develop high-performance C++ components using lock-free and low-contention data structures, cache-aware data layouts, efficient CPU/core utilization, NUMA awareness, kernel and network-stack optimizations, and high-performance IPC.
  • Profile and tune the full quote-to-exchange path to reduce gateway latency and maximize sustained throughput, including exchange session connectivity, serialization/deserialization overhead, batching trade-offs, TCP/UDP/network-stack behavior, pacing logic, queue depth monitoring, latency distribution analysis, and elimination of latency spikes, synchronization bottlenecks, and throughput constraints.

Must haves

  • 5+ years of professional software engineering experience in options electronic market making, with a strong focus on end-to-end quote lifecycle management.
  • Strong understanding of CPU architecture, memory hierarchy, caching, concurrency, networking, and Linux performance.
  • Demonstrated experience building low-latency, high-throughput, multithreaded systems.
  • (Highly preferred) Knowledge of the inner workings of one or multiple US equity option exchanges
More about this job

Responsibilities

Design and develop a high-performance, event-driven options quoting engine for real-time market management. Optimize the full quote-to-exchange path to reduce latency and maximize throughput while managing quote lifecycles and exchange connectivity.

Requirements

Requires 5+ years of professional software engineering experience in options electronic market making. Must possess strong expertise in C++, low-latency system design, and deep knowledge of U.S. options market microstructure.

Skills

  • C++
  • Options market making
  • Low-latency systems
  • High-throughput systems
  • Multithreading
  • Linux performance
  • CPU architecture
  • Memory hierarchy
  • Concurrency
  • Networking
  • Market microstructure
  • Lock-free data structures
  • NUMA awareness
  • Kernel optimization
  • Network-stack optimization

Visa sponsorship

Not detected in the job text

Categories

  • Technology
  • Software
  • Finance & Accounting
  • Engineering
  • Data & Analytics

Keywords

  • C++
  • Options Market Making
  • Low-Latency
  • High-Throughput
  • Multithreading
  • Linux
  • CPU Architecture
  • Memory Hierarchy
  • Concurrency
  • Networking
  • Market Microstructure
  • Lock-Free Data Structures
  • NUMA
  • Kernel Optimization
  • Network-Stack Optimization
  • Quote Lifecycle Management
  • TCP
  • UDP
  • IPC
  • Equity Options
  • Exchange Gateways
  • Latency Distribution
  • Performance Tuning
  • Software Engineering
  • Electronic Trading

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