Sr. Market Data Software Engineer

Project description

The ideal candidate combines strong modern C++ skills with experience in market data protocols, Linux, networking, and performance optimization.

Responsibilities

• 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 efficient 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.

Required Qualifications

• 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.

Preferred Qualifications

• Experience with U.S. equities, options, or futures market data.
• Familiarity with protocols such as 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.

Responsibilities

• The ideal candidate combines strong modern C++ skills with experience in market data protocols, Linux, networking, and performance optimization.

  Responsibilities

• 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 efficient 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.

  Required Qualifications

• 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.

  Preferred Qualifications

• Experience with U.S. equities, options, or futures market data.
• Familiarity with protocols such as 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.

SKILLS

Must have

• The ideal candidate combines strong modern C++ skills with experience in market data protocols, Linux, networking, and performance optimization.

  Responsibilities

• 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 efficient 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.

  Required Qualifications

• 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.

Nice to have

Preferred Qualifications

• Experience with U.S. equities, options, or futures market data.
• Familiarity with protocols such as 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.