I want you to get this job Part 10: Jobs in HFT

I have been asked multiple times, how do you get a job in Finance as an FPGA engineer.

Larger companies do hire interns, so your best bet if still in school is to contact some of the larger firms. When you do this, please read my other post on job hunting.

  1. Research the company.
  2. Research the job
  3. Apply. Make sure you point out why you would be the best for this position.

If you are already working, you’ll need to target your skills. There are two places that are of interest to Finance:

  1. Performance
  2. Math

Performance is key. Very few companies value this type of performance these days, possibly graphics companies and high performance CPU manufacturers.

If you don’t work in one of those fields, you need to be able to design essentially an entire pipelined data path from Ethernet RX to Ethernet TX with minimal latency and high speed. A minimal pipeline needs to arbitrate data feeds, parse an exchange format, then operate on it. To avoid running afoul of my day job, I can’t go into details on these. What I recommend is:

  1. Identify an exchange where you can get their format. Examples: NASDAQ, NYSE, CME…
  2. Get the spec
  3. Look at examples and read and understand the formats.
  4. Identify what blocks you would need and diagram a design
  5. Code it up
  6. Test it.

I would recommend getting a board like the Zedboard or similar. Personally, I would go the Xilinx route, but Altera is another option.

You should be able to get example data feeds for the exchange that you can use to test.

The exercise is a lot of work, but it gives you something you can put on your resume and also show a prospective employer.

About admin

Check Also

Sorting – Pipelined Even-Odd

One of my thoughts was to use an even-odd approach. This is typically done when …

Leave a Reply

Your email address will not be published. Required fields are marked *

This site uses Akismet to reduce spam. Learn how your comment data is processed.