Senior Engineer

Pico fuels the global capital markets community by providing exceptional market data services and customized managed infrastructure solutions. As financial industry experts at the center of markets and technology, we help our clients efficiently scale their business and quickly access markets. From infrastructure to connectivity, we support our clients through the full trading lifecycle. We are a global company headquartered in New York, with offices in Chicago, London, Singapore, Hong Kong and Tokyo.

Pico is seeking an experienced Sr. Engineer to manage and optimize the end‑to‑end latency for critical market data deployments.

• Analyze latency needs and help design, test, and develop Redline InRush software for market data, configuring the software to meet those needs.
• Collaborate with developers to optimize the software to reflect deployment use cases and modify configurations to achieve latency objectives.
• Optimize network topology to achieve lowest latency across the network.
• Build models using Java to simulate “what‑if” scenarios for measuring capacity.
• Automate capacity measurement and estimation using C/C++ to simulate network failures.
• Measure current software capacity against performance thresholds.
• Develop tools in C/C++ and Java to measure and simulate capacity of the software and network.
• Analyze trends and predict changes for future capacity expansion using prediction models and stochastic functions.
• Create a variety of models using VMware and other measurement frameworks to record performance and latency benchmarks.
• Store benchmark results in a MySQL database for querying and retrieving performance benchmarks across different deployments.
• Map results from the MySQL database against deployment Service Level Agreements and suggest corrective actions.
• Ensure that Redline InRush and Redline Execution Gateway software continues to function through changes and upgrades.
• Design monitoring software for Redline Software deployments and plan how the different pieces will work together.
• Gather requirements to create a real‑time alerting framework for critical customers and design a high‑level architecture for monitoring and alerting.
• Perform routine maintenance, software upgrades, and approve network changes from vendors to ensure production environments remain stable.
• Design repeatable and deterministic tests for benchmarking Redline Software scalability and personally run these tests for every release and deployment.
• Create frameworks to automatically run scalability and network performance tests, analyze results, and recommend software and configuration changes.
• Identify system, hardware, and software vulnerabilities, applying patches when appropriate, and assess performance changes.
• Design a monitoring framework to capture system and software performance and create a reporting and analytics tool for stakeholders.
• Develop software to gather performance statistics from OS subsystems (disk, I/O, CPU, memory, network).
• Determine changes in application behavior based on parameter deltas, benchmark system characteristics, and compare impact on Redline InRush and Execution Gateway performance.
• Characterize Redline Software behavior on virtual machines and compare with physical hardware across generations.
• Create tools to automate validation of distributed computing systems and automate Redline Software deployment, including validation tests to isolate performance deltas.
• Document every aspect of Redline API and Software, creating Runbooks and processes for change management, and produce UML diagrams, flowcharts, and high‑level design documents for Redline Automation Tools.
• Provide technical troubleshooting, debugging, and testing support during outages, triage production trading systems, and elevate issues internally as needed.
• Field technical customer escalation calls, offering debugging guidance, testing, and isolation for production issues involving Redline Software.
• Manage all changes to the production trading environment, including software changes, hardware platform upgrades, release management, and checkout procedures.
• Create technical runbooks and change‑management…