1 day ago
Base Salary
$210k - $275k/yr
Responsibilities
- Lead the architecture and implementation of an ultra-low-latency electronic trading platform targeting microsecond and sub-microsecond latencies.
- Design foundational messaging, serialization, sequencing, replication, deterministic recovery, and protocol layers using technologies such as FIX and Simple Binary Encoding.
- Define FPGA and hardware-acceleration strategy for market-data parsing, order matching, risk checks, and order routing, including evaluation of vendors and trading components.
- Architect kernel-bypass networking, interrupt handling, packet batching, memory management, CPU affinity and isolation, and NUMA optimization.
- Design market-data ingestion, normalization, DMA, order-management, venue-adapter, order-lifecycle, and deterministic replay systems.
- Design risk-enforcement architecture, including client-level limits, market-access limits, pre-flight validation, emergency bypasses, testing, and auditability.
- Define failover, replica synchronization, consistency models, recovery objectives, network topology, colocation strategy, and exchange connectivity.
- Establish low-overhead monitoring, observability, nanosecond-precision measurement, profiling, and operational controls.
- Optimize systems through CPU pinning, lock-free data structures, memory-layout and cache-line optimization, SIMD, branch-prediction tuning, and custom CPU instructions where applicable.
- Own technical strategy, engineering standards, latency targets, and production reliability.
Requirements
- Deep expertise in ultra-low-latency systems engineering and deterministic computing.
- Experience with distributed systems, financial markets, and high-frequency trading.
- Expertise in message-protocol and serialization design.
- Expertise in kernel-level systems programming, operating-system optimization, performance engineering, profiling, systems programming, and production operations.
- Experience with market-data feed handlers and direct exchange connectivity is preferred.
- A track record of building end-to-end ultra-low-latency systems from architecture through production is preferred.
- Familiarity with order-entry normalization frameworks and kernel-bypass networking such as DPDK and Open Onload is preferred.
- Experience designing systems that pass regulatory audits or compliance reviews is preferred.
- Familiarity with colocations, direct exchange connectivity, private fiber leases, and global regulatory regimes is preferred.
- Familiarity with trading-specific FPGA solutions, including Exegy, Arista switches, and Efinix SmartNIC, is preferred.
Benefits
- Full-time, regular salaried employment with a 40-hour work week in New York, United States.
- 401(k) program with company-matching contributions.
- Health, dental, vision, life, and disability insurance.
- Paid time off.
- Additional discretionary bonus eligibility, excluded from the stated base salary range.
About RBC
Royal Bank of Canada (RBC) provides personal and commercial banking, payments, mortgages, investing, wealth management, insurance, and capital markets services to consumers, businesses, and institutions. The public company, headquartered in Toronto and founded in 1864, serves more than 17 million clients across Canada, the U.S., and other global markets. Revenue comes from interest income, fees, advisory, and trading across its diversified financial services businesses, and it is Canada’s largest bank by market capitalization.