Senior Research Platform Engineer

Infinite quant

الوصف الوظيفي

الأدوار والمسؤوليات

الملف الشخصي المطلوب للمرشحين

Key Responsibilities

• Simulation & Backtesting: Maintain and extend our C++ simulation/backtesting framework for both digital assets and FX, ensuring it faithfully reflects live exchange behavior.
• Matching Engine & Queuing: Implement and refine models of exchange matching engines and order queuing (FIFO, pro-rata, hidden orders, cancel/replace rules), ensuring execution simulations align with production fills.
• Python Integration: Build and maintain pybind11 bindings so researchers can interact with the C++ simulator from Python.
• Research Tooling: Develop Python scripts, data pipelines, and visualization tools that leverage the simulator for testing and analysis.
• Production Alignment: Guarantee that strategies tested in the simulator match production performance by debugging mismatches and validating data flows.
• Historical Data Handling: Work with large datasets stored on an NFS file system, building efficient indexing, access patterns, and preprocessing pipelines for researchers.
• Collaboration: Partner with researchers and traders to translate raw ideas into reproducible experiments.
• Reliability & Debugging: Investigate discrepancies between simulation, research, and production, and improve robustness of the research environment.

Qualifications

• Strong proficiency in C++, with hands-on experience maintaining or extending large, performance-critical systems.
• Experience with pybind11 or equivalent Python C++ integration frameworks.
• Solid Python skills for research pipelines, data analysis, and scripting.
• Prior work with distributed simulation or backtesting frameworks in HFT.
• Deep understanding of matching engines, order book mechanics, queuing models, and special order types (FIFO, pro-rata, priority).
• Experience working with large datasets stored in a distributed file system building indexing, parsing, and efficient access pipelines.
• Familiarity with databases, caching, and messaging systems (SQL, Redis, Kafka) is a plus.
• Strong debugging skills across both Python and C++.
• Startup or small-team background with high ownership.
• Familiarity with trading concepts (PnL, risk, market data, order types)