C++ Market Data Engineer

About the Role

Join a highly specialised engineering team building a proprietary, high-performance, real-time market data distribution platform used globally across multiple trading desks. The role involves designing, optimising, and scaling systems for low-latency, high-throughput market data distribution.

Key Responsibilities

• Design and optimise high-performance, low-latency market data distribution systems supporting large-scale, firm-wide access.
• Build and maintain direct exchange feed handlers for NYSE, NASDAQ, CME, and Eurex, as well as vendor data integrations for Refinitiv and Bloomberg B-Pipe.
• Create robust data validation, quality-assurance, and monitoring processes, including APIs and pipelines in Python.
• Partner with infrastructure, DevOps, and trading teams to maximise reliability, security, and scalability.
• Contribute to architectural decisions, troubleshoot production issues, and establish best practices for high-scale data access.

Requirements (Must Have)

• 6+ years of hands-on software engineering experience focused on real-time market data and distributed architectures.
• Expert-level proficiency in modern C++ (C++14/17/20) and a proven track record in high-performance, low-latency systems.
• Strong experience with direct exchange protocols (FIX/FAST, ITCH, OUCH) and vendor feeds.
• Deep understanding of network transport protocols (TCP, UDP, multicast) and messaging frameworks such as Aeron, ZeroMQ, and Kafka.
• Hands-on expertise in memory management, multithreading/concurrency, CPU core affinity, and NUMA optimisation.
• Strong understanding of market data concepts, symbol mapping, segmentation, and A/B arbitration.
• Python proficiency for building APIs, integrations, and data pipelines.
• Openness to an AI-assisted development workflow, using modern AI tools safely to accelerate delivery, testing, and refactoring.
• Bachelor’s or Master’s degree in Computer Science, Engineering, or a related technical field.

Nice to Have (Preferred Skills)

• Experience or familiarity with Java.
• Experience with SBE, Protobuf, Avro, or FlatBuffers.
• Familiarity with containerisation and cloud-native setups, including Docker and Kubernetes.
• Experience with real-time observability tools such as Prometheus and Grafana.
• Domain knowledge of Equities, FX, Futures, or Commodities.