Senior Performance Researcher

WHAT YOU'LL DO:

We look for an experienced performance researcher to join our Shanghai office. As a Performance Researcher, you will improve trading execution by studying the end-to-end path from exchange market data, through our low-latency trading systems, network and carrier infrastructure, and broker systems, to exchange responses and fills. Your main responsibilities will include: 

• You will combine quantitative analysis, systems knowledge, and experimentation to understand complex system behavior and improve real execution outcomes.

• Analyze large-scale market, order, system, and network data to reconstruct the full order lifecycle and identify factors affecting latency, reliability, order responses, and fill outcomes.

• Develop hypotheses and design experiments; use black-box analysis and partial or indirect observations to understand complex systems with limited observability.

• Build analyses, prototypes, performance metrics, and monitoring tools, and measure the production impact of changes.

• Translate findings into engineering and connectivity priorities, working closely with traders, software and h