Exchange Connectivity Engineer

Job Description
FIX Protocol Integration:

• Implement and optimize the FIX protocol for seamless communication between the Crypto Market Maker (MM) and the CME Exchange.
• Ensure conformance to CME's FIX specifications for order routing, execution, and message exchange.
• Configure FIX messages (e.g., New Order, Execution Report, Order Cancel/Replace) to ensure efficient order execution, quoting, and handling.

System Configuration & Testing

• Perform system configuration for high-performance, low-latency FIX connections and ensure reliable quoting from the Crypto MM system.
• Conduct end-to-end testing of the FIX connection between the Crypto MM (C#-based system) and CME, ensuring robustness under high-throughput conditions.
• Work with the trading team to test order lifecycle flows, including order submission, execution, and cancellation, ensuring full compatibility with both C# quoting systems and CME's FIX infrastructure.

C# Quoting Integration:

• Work with the Crypto MM's C#-based quoting system, ensuring that FIX messages align with the market-making logic, order management, and execution strategies.
• Implement enhancements and troubleshoot integration issues between the C# quoting system and the CME FIX interface.

Troubleshooting And Optimization

• Provide hands-on troubleshooting for any integration or performance issues and resolve them quickly to minimize trading disruptions.
• Analyse system performance metrics and optimize FIX message flows for improved execution speed and low-latency communication, particularly in the context of high-frequency trading.

Collaboration

• Collaborate with internal teams (Dev, Trading, QA, Infrastructure) and external teams (CME support, third-party vendors) to ensure the smooth setup, testing, and deployment of the integration.
• Work directly with the C# development team on any changes to the quoting system and ensure that it integrates correctly with the CME's FIX API.

Documentation And Reporting

• Document the integration process, configurations, and testing procedures.
• Provide regular progress reports to stakeholders, including any risks, issues, or delays encountered during the project.

About The Customer
This 3-month project involves configuring, testing, and deploying a FIX protocol interface between the Crypto MM (using C# for quoting) and CME, ensuring low-latency, high-throughput communication. The engineer will work closely with both the development and trading teams to ensure smooth integration and optimal system performance.

Requirements
FIX Protocol Expertise:

• Extensive experience with the FIX protocol (versions 4.2, 4.4, 5.x) and expertise in FIX message types and order flows (e.g., New Order, Execution Report, Order Cancel).
• Proven experience in FIX protocol integration for trading platforms, ideally with high-frequency or low-latency environments.

C# Experience:

• Strong proficiency in C# with experience in developing or maintaining crypto market-making systems or trading engines.
• Knowledge of how C#-based systems integrate with FIX engines, particularly in a fast-paced trading environment.

Crypto Market-Making Systems

• Understanding of crypto market-making strategies, order types, and trading logic.
• Experience working with market makers in cryptocurrency, ideally with knowledge of automated quoting and liquidity provision.

Exchange Connectivity (CME)

• Hands-on experience with CME FIX API or other exchange connectivity protocols.
• Familiarity with CME market data systems, order books, and the CME FIX protocol for low-latency order routing.

Troubleshooting & Performance Optimization

• Expertise in identifying and troubleshooting integration or performance issues in low-latency environments.
• Ability to analyse and optimize network traffic, message throughput, and system performance for trading applications.

Technical Skills

• Familiarity with FIX engines (e.g., QuickFIX, FIX Antenna, or proprietary engines) and experience working with them in high-frequency trading setups.
• Proficiency in C#, .NET Framework, or .NET Core for building and optimizing trading systems.
• Strong skills in Linux/Unix systems and networking for performance tuning and troubleshooting.

Preferred Qualifications
Crypto Trading Systems:

• Familiarity with algorithmic trading and market-making strategies in the cryptocurrency space.

CME-Specific Knowledge

• Direct experience with CME's FIX API and order routing systems for derivatives and futures.

Certifications

• FIX Protocol certification (preferred but not required).
• Relevant certifications in C# programming or trading system integration are a plus.