C++ Software Engineer for Market Data

Описания нет

• Design, develop, and maintain C++ market data feed handlers for direct exchange feeds and third-party data providers
• Build and maintain order books, quote and trade processing, and normalized market data interfaces
• Implement sequence tracking, gap detection, recovery, snapshot processing, and feed arbitration
• Develop subscription management and data distribution, including conflation and backpressure handling
• Optimize latency, throughput, CPU utilization, and memory consumption under peak market conditions
• Support trading sessions, exchange calendars, symbol mapping, trading status messages, and corporate action updates
• Build tools for packet capture analysis, feed replay, automated testing, and production diagnostics
• Monitor data quality, feed health, latency, and recovery performance
• Investigate production issues and participate in the team’s production support rotation
• Collaborate with OMS/EMS, infrastructure, QA, and client application teams on integration and delivery

• Strong professional experience developing production systems in modern C++
• Experience building real-time market data or other high-throughput, latency-sensitive systems
• Strong understanding of multithreading, synchronization, memory management, data structures, and algorithms
• Experience developing and debugging applications on Linux
• Working knowledge of TCP/IP, UDP multicast, socket programming, and binary protocols
• Understanding of market data concepts, including quotes, trades, order books, sequencing, and recovery
• Experience profiling and diagnosing performance, concurrency, and memory issues
• Familiarity with Git, code reviews, automated testing, and CI/CD
• Ability to investigate complex issues and communicate clearly across engineering and business teams
• Будет плюсом: Experience with U.S. equities, options, or futures market data; familiarity with Nasdaq ITCH, NYSE Pillar, Cboe PITCH, CME MDP, CTA, or UTP; experience with lock-free data structures, shared memory, CPU affinity, and cache-aware design; familiarity with hardware timestamping, PTP, kernel bypass, or specialized network interfaces; experience supporting redundant feeds, failover, and disaster recovery; Python or shell scripting skills for testing, analysis, and operational tooling; familiarity with OMS/EMS integration and market data distribution to browser-based trading applications

• Условий в вакансии нет