Mathematical Optimization Jobs in British Columbia

Whistler Trading was founded in 2022 with the ambition to build a new leader in systematic trading, and we're well on our way. We've invested heavily in research and infrastructure, developing lean, high-performance systems that let us go from idea to production faster than ever.

Most importantly, we've built a team with incredible talent density. Our team includes alumni of top firms like Citadel and SIG, medalists from math and informatics olympiads, and individuals with deep domain expertise in trading, distributed systems, and real-time infrastructure. We value drive, rigor, and originality, and we back people who want to build something lasting.

We're looking for a Performance Systems Engineer to optimize our low-latency network infrastructure. You'll work at the kernel level to reduce latency in our market data capture and execution systems, focusing on squeezing maximum performance out of AWS instances and custom network stacks.

This is a specialized Individual Contributor role for someone who loves working close to the metal. You'll be profiling network paths, implementing kernel bypass techniques, and finding microseconds wherever they hide. The work spans eBPF, io_uring, DPDK, and custom optimizations for our cloud infrastructure.

If you've spent time optimizing production network systems and know your way around kernel code, network drivers, and performance profiling tools, this could be a great fit.

Optimize network performance: Profile and improve our market data capture pipeline from NIC to application layer. Find and eliminate latency bottlenecks in our AWS-based infrastructure.

Implement kernel-level optimizations: Build and tune systems using eBPF, io_uring, DPDK, and other kernel bypass techniques. Work with network drivers and kernel modules to reduce packet processing overhead.

Cloud infrastructure optimization: Figure out how to get the best possible network performance from AWS EC2 instances. Understand ENA drivers, placement groups, instance types, and how to configure systems for minimal latency.

Work across the stack: Most of your work will be in C (where drivers and kernel interfaces live), but you'll integrate with our Rust codebase for application-level components. Comfort moving between languages is important.

Measure and validate: Use profiling tools (perf, bpftrace, etc.) to identify bottlenecks and validate improvements. Design experiments to isolate performance factors and interpret results statistically. We care about measurements and rigorous analysis, not theories.

Collaborate with engineers: Work with our trading infrastructure team to understand performance requirements and implement solutions. Clear communication about tradeoffs and constraints matters.

Build production-quality systems: Your work will inform and improve production systems handling live market data. Code quality, testing, and reliability are important.

Systems programming experience: Strong C programming skills and experience working with Linux kernel interfaces, network drivers, and low-level systems code. This is where most of the work lives.

Rust familiarity: Willingness to work in Rust for application-level integration. You don't need to be a Rust expert, but you should be comfortable learning and working in a Rust codebase.

Network optimization background: Real experience optimizing network performance in production systems. You understand packet processing, kernel networking, and where latency comes from.

Kernel and low-level tools: Hands-on experience with eBPF, io_uring, epoll, or similar technologies. Comfort reading kernel code and working with driver interfaces.

Performance profiling: Strong skills with Linux performance tools (perf, flamegraphs, bpftrace, etc.). You know how to find bottlenecks and validate improvements with data.

Cloud infrastructure: Experience optimizing network performance on AWS or similar cloud platforms. Understanding of instance types, network drivers (ENA), and cloud-specific performance characteristics.

Professional development practices: Experience working in a modern software environment with code reviews, version control (Git), CI/CD, and collaborative development. We help develop production systems, not just research prototypes.

Problem-solving and statistical thinking: Ability to dig into complex performance problems, form hypotheses, and test solutions systematically. Comfortable with statistical reasoning and decision making under uncertainty. Performance optimization involves interpreting noisy measurements, understanding distributions, and making data-driven decisions. Many optimizations don't work, so you need to iterate quickly and learn from data.

Communication: Clear technical communication. You'll need to explain performance tradeoffs and collaborate with engineers who work at different levels of the stack.

Education: Bachelor's degree in Computer Science, Engineering, or related technical field required. We encourage applications from candidates with strong academic credentials from leading Canadian universities.

Nice to have:

• Experience in trading, finance, or other low-latency domains
• Familiarity with DPDK or other kernel bypass technologies
• Understanding of network protocols and packet processing
• Background with hardware performance counters and micro-architectural optimization

Deep technical work: This is hands-on systems work at the kernel level. If you want to spend your time profiling network stacks and optimizing hot paths, this is the place.

Real performance constraints: Our systems need to be fast. Latency matters, and your optimizations have direct, measurable impact on trading performance.

Work with strong engineers: Our team includes people who have built production trading systems at top firms. You'll collaborate with engineers who understand performance and care about doing things well.

Merit over hierarchy: We run a lean, collaborative organization where the best ideas win. High performance is recognized and rewarded, regardless of where it comes from.

Ownership and trust: You'll own this area of our infrastructure. We'll trust you to make good technical decisions and develop improvements that matter.

Growth opportunity: As we grow, top performers grow with us. This is a place for builders who want to create something lasting.

Base Salary: CAD $125,000 - $175,000 depending on experience and performance. Engineers are eligible for performance-based bonuses.

Benefits: Comprehensive health insurance, retirement plans, and other benefits. We provide high-performance hardware and whatever tools you need to do your best work.

Hiring Process

1. Initial screening: A conversation about your background and experience optimizing network systems (30-45 minutes)
2. Technical discussion: Deep dive into your experience with low-latency optimization, kernel work, and specific projects you've worked on. We'll discuss approaches to performance problems and technical tradeoffs. We'll also assess your statistical thinking and how you make decisions when analyzing performance data.
3. Technical exercise: A practical problem related to network optimization or performance profiling. This could involve analyzing a performance issue or discussing how you'd approach optimizing a specific system.
4. Team interview: Meet with engineers you'd work with to discuss collaboration style and answer questions about the role and team.
5. Offer: If it's a mutual fit, we'll extend an offer promptly. 

If you love optimizing performance at the systems level and want to work on production trading infrastructure, we'd love to hear from you.