Project Description

The Market Data group is responsible for locating, sourcing and distributing the required market data within the firm. The team supports the feed handlers that run all over the world and provide the firm with real time market data from financial data sources, such as Bloomberg, Thomson Reuters, JP Morgan, London Stock Exchange and many others.

Responsibilities

• Participate in the design, implementation, testing and deployment of large-scale systems and services
• Understand system dependencies and limitations
• Understand the business need
• Understand the large scale thinking and approach
• Understand low level design
• Participate in an Agile / Scrum methodology to deliver software releases

Skills

Must have

• 5+ years of experience in C++
• Strong understanding and experience with low-latency/real-time development with sub-microsecond latency
• Strong background in data structures, algorithms, and object-oriented programming in C++
• Lockfree computing - How do you go around the need for mutexes? Why would you want to?
• Deep understanding of CPU architecture and the ability to leverage CPU capabilities
• Good understanding of data structures + when to use which data structure + when a non-traditional choice would be superior to the "go-to" choice
• Familiar with common middleware types, when to use them
• Experience blending multiple APIs into a cohesive package
• Strong design, template, meta programming, and generic programming knowledge a plus.
• Comfortable with new features of C++17 and C++20
• Good understanding of Linux system internals and networking
• Works well in a remote/hybrid team with fluid, project-based roles and relationships

Nice to have

• Experience developing large-scale enterprise software
• Financial experience across multiple asset classes, particularly Equities knowledge
• Understanding of trading and order management systems along with knowledge of financial markets.
• Good knowledge of Marker Data specifics, relevant past experience in this field
• Knowledge of any other development language, including Java, Python, and shell scripts (a plus)

Languages

English: B2 Upper Intermediate