Market Data C++ Engineer
New York
Permanent
USD150000 - USD250000
Financial Technology
PR/566846_1761772544
Market Data C++ Engineer
Job Title: Market Data Engineer (C++)
Location: New York, NY
Salary Range: $180,000 - $250,000 base, plus bonus and benefits
Employment Type: Full-time
Salary Range: $180,000 - $250,000 base, plus bonus and benefits
Employment Type: Full-time
Overview:
A leading multi-strategy quantitative hedge fund is seeking a seasoned Market Data Engineer with deep expertise in C++ to help build and optimize a high-performance, low-latency market data distribution platform. This role is central to enabling scalable access to real-time data across trading and analytics teams.
A leading multi-strategy quantitative hedge fund is seeking a seasoned Market Data Engineer with deep expertise in C++ to help build and optimize a high-performance, low-latency market data distribution platform. This role is central to enabling scalable access to real-time data across trading and analytics teams.
Key Responsibilities:
- Design and develop a robust market data system supporting large-scale, real-time access.
- Build and maintain feed handlers for direct exchange and vendor data sources.
- Implement data validation, monitoring, and quality assurance processes.
- Develop APIs and data pipelines in Python for integration and analytics.
- Collaborate with infrastructure and DevOps to ensure system reliability and performance.
- Provide production support and contribute to architectural decisions.
Qualifications:
- 6+ years of experience in software engineering, with a focus on real-time market data systems.
- Advanced proficiency in modern C++ (C++14/17/20).
- Experience with exchange protocols (FIX/FAST, ITCH, OUCH) and vendor feeds (e.g., Bloomberg, Refinitiv).
- Strong understanding of networking, messaging frameworks (e.g., Aeron, ZeroMQ, Kafka), and distributed systems.
- Proficiency in Python; Java is a plus.
- Excellent communication skills and ability to work in a fast-paced environment.
Preferred Skills:
- Experience with cloud-native architectures (Kubernetes, Docker).
- Familiarity with serialization formats (SBE, Protobuf, Avro).
- Domain knowledge in Equities, FX, Futures, or Commodities.
- Exposure to observability tools (Prometheus, Grafana)