Quantitative Microstructure Analyst

IMC is looking for a highly skilled Quantitative Microstructure Analyst to join our Performance team in Sydney. Quantitative Microstructure Analyst’s at IMC collaborate with other teams, both technical and non-technical, to handle everything from optimising exchange connectivity to analysing application performance to designing systems for handling massive amounts of data.  If it’s a hard problem, it’s in scope.

Your Core Responsibilities: 

• Data and Systems Analysis: Analyse terabytes of network data to identify patterns, validate hypotheses, and optimise system performance.
• Analyse, optimise, troubleshoot, and continuously tune the complete trading environment to improve the performance of our low-latency trading systems on financial exchanges.
• Analyse time series exchange network captures.
• Design, develop, test, and deploy simple, elegant, reusable code.
• Work closely with traders and other technology teams to drive global thinking, information sharing, and sustainable, long-term solutions.
• Build IMC’s knowledge base to ensure a deep understanding of exchange infrastructure and protocols.
• Define the direction for critical investment decisions by analysing complex technical problems in a self-directed manner.

Your Skills and Experience: 

While not all of the below is required, a deep understanding in at least one of the following areas would be an advantage

• 5+ years of experience in at least one of the areas: distributed systems, computer networks, operating system architecture, ultra-low latency environments.
• Strong skills in data analytics including analysing and visualising large data sets
• Knowledge of Linux kernel internals and interfaces including memory, network, and file I/O. Knowledge of eBPF is a plus.
• Knowledge of networking (TCP/IP, UDP, Multicast).  Knowledge of kernel network bypass technologies is a plus.
• Proficiency in Python. Proficiency in C++ a bonus.
• A high degree of flexibility and adaptability: willing and able to deal with uncertainty and ambiguity in a rapidly evolving environment
• Strong troubleshooting and diagnostic skills; ability to solve problems creatively and proactively.
• Ability to communicate complex ideas to technical and non-technical audiences.
• Ability to see opportunities and to make them happen without supervision; a true self-starter.