Performance Analyst

  • Competitive
  • Amsterdam, Noord-Holland, Netherlands
  • Permanent, Full time
  • IMC financial markets
  • 14 Sep 16

IMC financial markets – Where Technology drives Trading Trading nowadays happens in a highly competitive technological landscape; the best trading idea alone doesn’t cut it anymore. Instead, only the best trading ideas that are enabled via robust, scalable and fast technologies win. Do you enjoy the process of problem solving, a process where you recognize areas of improvement and iterate and innovate to improve? Are you driven by your curiosity and desire to learn?

Role description

IMC is currently looking for a talented and passionate Performance Analyst to play a critical hands-on role in the analysis, optimization, and continuous tuning of our complete trading stack, in order to improve performance of our low latency trading systems on financial exchanges.

As a performance analyst, you will interact heavily with other teams and be exposed to low latency technologies such as microwave links and FPGAs that are being used by thousands of trading applications daily.

Your primary source of information are full network captures that amount to terabytes of data per day. The right candidate is somebody very fluent in pushing this information to databases, cleaning, and analyzing it in multiple ways to find correlations that explain the root cause of very difficult IT pattern

This analysis work is to be complemented with extensive Modelling work, in order to simulate the complete IT infrastructure that we are facing, and suggest performance improvements of our low latency trading systems.

Responsibilities

  • Analysis: be able to analyze the complete trading loop and the exchange IT infrastructure, to identify potential performance improvements
  • Modeling: be able to model complex queuing systems, in order to facilitate analysis
  • Measurement: be a latency measurement detective, striving to explain all latency inducing components
  • Communication: be able to share the appropriate level of information with both traders and other IT teams.

Qualifications:

  • Data Science: Expert on Pandas + all appropriate libraries
  • Big Data: Experience in Hadoop ecosystem, experience with Kafta, Spark, Storm a big plus
  • Personality: Inquisitive mind, love solving puzzles. After internal training, being able to work self-sufficiently with minimal guidance.
  • Experience: typically MSc + 5 years’ work experience, or PhD + any relevant work experience

Nice to have:

  • Programming/Scripting: Skilled in both general programming (C/C++), scripting (e.g., Python), and knowledge of real-world systems/networks

HOW WE OPERATE:

IMC operates in an ever changing environment where we continually challenge each other to come up with the best results. Ultimately, we expect you to add value all around, working from the lowest levels of our platforms up to our most concrete trading problems.

On the technology side, we believe we need to continuously improve ourselves in order to stay ahead in the game. Accordingly, we encourage interaction between all Engineers across teams, advocate continual training to stay up-to-date with developments outside of IMC, and support your continued personal and professional development.

OUR CULTURE:

We are at the core a trading firm, however we value trading and technology equally and we believe that cooperation between traders and technologists is one of our great strengths. This is also reflected in our organizational and remuneration policies. We believe in fostering a truly flat environment in which great ideas can be recognized as well as put into practice from anybody within our organization

WHO WE ARE:

IMC Financial Markets is among the world’s leading proprietary trading firms, and a market maker in securities listed on exchanges across the globe. Our cutting-edge technology drives everything we do. High performance algorithms, smart strategies and collaborative teams are the core of our business.

Today, IMC Financial Markets is 400+ people working together to build software and trade financial products in our offices in Amsterdam, Chicago, Sydney and Zug. What does this mean for you? The chance to join a multi-national, multi-cultural team of exceptional individuals, focused on making IMC the world’s best trading firm.