Overview
We are seeking an experienced C++ Software Engineer to join a prominent Technology Firm's Market Data team on a long-term hybrid contract basis. The successful candidate will have a deep understanding of Financial Markets Technology and real-time data processing, as well as comfortable engagement with various stakeholders, including Portfolio Managers and Traders. This role focuses on enhancing the firm's position in Quant Trading through the design and implementation of low latency C++ systems.
Responsibilities
- Architect and implement low-latency C++ systems for real-time market data processing.
- Collaborate with hardware and software teams to optimize data processing efficiency.
- Define and enforce SLAs, policies, and metrics for monitoring system performance.
- Develop systems, interfaces, and tools for historical market data simulations to improve research productivity.
- Build and maintain automated testing frameworks and performance tracking systems.
Requirements
- Proven expertise in C++ with strong understanding of OOP, data structures, and algorithms.
- Extensive experience in financial markets across various asset classes.
- In-depth knowledge of low-latency, real-time system design and trading protocols.
- Experience in building and managing large-scale market data systems with platforms like Bloomberg and Reuters.
- Strong understanding of Linux internals, networking, and CPU architecture optimization.
- Proficiency in additional programming languages such as Java or Python, and familiarity with cloud platforms like AWS or GCP.
- Experience with containerization technologies such as Docker or Podman.