Exchange Connectivity Engineer / Ingenieur

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.