What are the responsibilities and job description for the Low Latency Engineer position at Da Vinci?
About Da Vinci
Da Vinci is a proprietary trading house founded in 2015 and specialised in solving market inefficiencies, identifying opportunities based on volatility arbitrage and delta1 strategies and providing liquidity to the markets. We are headquartered in the home of the world’s first stock market, Amsterdam, and we have offices in Miami, Mumbai and Hong Kong. Today, we trade on the most prominent exchanges across Asia and the US. Our vision is set on sustainable growth and collaboration across teams and offices.
About the Role
As a Low Latency Engineer at Da Vinci, you’ll work closely with highly skilled traders, quant researchers, and C engineers. You will have direct, immediate, and large-scale impact on the business, by making sure our trading algorithms and architecture are highly competitive in a world where latency is key.
Da Vinci engineers are hired for their passion and knack for coding and solving technical challenges. They love to think outside the box and see their code in production as little as hours after the initial idea was coined. All our software engineers take full ownership of projects directly relevant to the core business, seeing them through from idea to implementation to optimisation and maintenance. Combined with the fast feedback loops and multidisciplinary collaboration, this lays the groundwork for an intellectually stimulating and exciting day-to-day life in our engineering team.
Da Vinci offers a dynamic work environment, where employees are given the freedom to come up with great ideas and the space to push these to completion. This is a unique opportunity to be part of a successful and fast-growing company.
Responsibilities:
As a Low Latency Engineer, no two days will be the same. Your main responsibility will be bringing our latency down by an extra micro- or nanosecond wherever possible. Here are some examples of typical tasks you may encounter in a day:
- Understand and discuss requirements with team members, i.e. traders and researchers
- Identify and eliminate code inefficiencies, continuously optimise for minimal latency in high-throughput network applications, ensuring our competitiveness in an ever-improving market
- Build monitoring tools for all the components involved in the round-trip time to exchange using metrics software such as ClickHouse Grafana
- Manage various operational aspects to bring your projects to completion, such as deploy, monitor and tweak systems
- Proactively investigate opportunities and solve problems and as they occur with a hands-on, pragmatic approach
Requirements:
- Extensive experience in developing C low-latency systems within a trading environment, with a deep understanding of modern computer architecture and high-performance code design.
- Expertise in the architecture, configuration, and optimization of both network and server components, including network cards (e.g., Arista, Cisco Nexus, Cisco Fusion); knowledge of switches is a plus.
- Proficient in using hardware performance counters and profiling tools to enhance application performance; familiarity with FPGA collaboration is a plus.
- Solid experience with fast-packet processing in user space and kernel-bypass technologies (e.g., Solarflare OpenOnload, TCPDirect, ef_vi, Exablaze, InfiniBand verbs, DPDK).
- Comfortable leveraging AI-assisted tools as part of your engineering workflow, with an appetite to explore how they can drive further performance improvements
- Serious about code quality, taking full responsibility and accountability for your contributions
- Enjoy using lean and efficient code to solve a wide variety of problems
- Good communication skills, with the ability to understand requirements and explain technical concepts to non-technical people
- Desire to work in a team environment, including collaborating with other departments, such as Trading and Research
Benefits:
- An opportunity to work beside the best in the field
- Competitive base salary
- Excellent variable pay based on performance, with a fair bonus-structure awarding company profits to software engineers, traders and researchers alike
- Outstanding performance is also rewarded with shareholding in the company
- Relocation package when moving across states
- Comprehensive benefits package including medical, dental, and vision insurance
- 25 vacation days each year
- Meals during work hours
- Social events and after-work drinks
Our trading system:
As a trading company, one of our proudest moments was going live with our very own trading system, developed from scratch by our excellent engineers. Melzi, named after Leonardo Da Vinci’s favourite student, was designed with our very own unique needs and priorities in mind. Since launching, our traders have been very excited to work with this custom-made and highly efficient system. In fact, it’s so fast that the speed cannot be measured using normal processors.