C++ Market Data Engineer

TBG | The Bachrach Group provided pay range

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C++ Market Data Engineer

We are seeking a C++ Market Data Engineer to design and optimize ultra-low-latency feed handlers that power global trading systems. This is a high-impact role where your code directly drives real-time decision making.

• Build high-performance feed handlers in modern C++ (14/17/20) for equities, futures, and options
• Optimize systems for micro/nanosecond latency with lock-free algorithms and cache-friendly design
• Ensure reliable data delivery with failover, gap recovery, and replay mechanisms
• Collaborate with researchers and engineers to align data formats for trading and simulation
• Instrument and test systems for continuous performance improvements

• 3+ years of C++ development experience (low-latency, high-throughput systems)
• Experience with real-time market data feeds (e.g., Bloomberg B-PIPE, CME MDP, Refinitiv, OPRA, ITCH)
• Strong knowledge of concurrency, memory models, and compiler optimizations
• Python scripting skills for testing and automation
• Familiarity with Docker/Kubernetes and cloud networking (AWS/GCP) is a plus

Not Applicable

Full-time

Information Technology