Market Data Engineer - C++

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We are seeking a highly motivated, detail-oriented C++ Market Data Engineer to join our Market Data team. You will help design and build the firm’s central real-time market data distribution platform, a core resource requiring access at scale from many users and teams. The ideal candidate has deep experience developing high-performance feed handlers for both vendor (e.g., Refinitiv, Bloomberg) and direct exchange connections and is comfortable working in both C++ and Python to deliver robust, scalable solutions.

You will work closely with infrastructure, trading, and technology teams to ensure the platform is reliable, scalable, and meets the needs of systematic and discretionary strategies across all asset classes.

• Design, develop, and optimize a high-performance, low-latency market data distribution system supporting large-scale access across the firm.
• Build and maintain feed handlers for direct exchange connections (e.g., NYSE, NASDAQ, CME, Eurex) and vendor data sources (e.g., Refinitiv, Bloomberg B-Pipe).
• Implement robust data validation, monitoring, and quality assurance processes.
• Develop and maintain APIs and data pipelines in Python to facilitate integration and analytics.
• Collaborate with infrastructure and Dev Ops to ensure performance, scalability, reliability, and security.
• Gather requirements, design solutions, and deliver production-ready systems in partnership with stakeholders and other engineering teams.
• Provide production support, troubleshooting, and timely resolution of issues.
• Contribute to architectural decisions and best practices for a central platform supporting large-scale usage.

• Bachelor’s or Master’s degree in Computer Science, Engineering, or related field.
• 6+ years of hands‑on software engineering experience, focused on real‑time market data systems and distributed architectures.
• Expert‑level proficiency in modern C++ (C++14/17/20) with a track record of building high‑performance, low‑latency systems.
• Extensive experience developing feed handlers for both vendor (Refinitiv, Bloomberg, etc.) and direct exchange protocols (e.g., FIX/FAST, ITCH, OUCH).
• Deep understanding of real‑time data distribution models, network transport protocols (TCP, UDP, multicast), and messaging frameworks (e.g., Aeron, ZeroMQ, Kafka).
• Experience building and supporting central platforms requiring access at scale from many users.
• Strong knowledge of market data types, symbol mapping/segmentation, and A/B arbitration.
• Expertise in memory management, threading/concurrency, CPU core affinity, and NUMA optimization.
• Proficiency in Python for APIs, data pipelines, and integration;
  Java experience is a plus.
• Strong verbal and written communication skills.
• Experience building centralized data platforms or services supporting large‑scale internal usage.
• Ability to work independently and collaboratively in a fast‑paced environment.

• Experience with cloud‑native architectures and containerization (e.g., Kubernetes, Docker).
• Familiarity with data serialization formats (e.g., SBE, Protobuf, Avro, Flat Buffers).
• Domain knowledge of Equities, FX, Futures, or Commodities is highly desirable.
• Experience with monitoring and observability for real‑time systems (e.g., Prometheus, Grafana).

Mid‑Senior level

Full‑time

Engineering and Finance

Financial Services, Capital Markets, and Investment Management

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