We are seeking a Senior Software C++ Engineer focused on exchange connectivity and market data. The individual will be responsible for analyzing exchange protocols, proposing design solutions, and implementing connectivity to trading venues across the world. The role be a part of the platform development team and will provide the individual with exposure to traders and strategy developers. The successful candidate will be a self-starter, have strong sense of ownership and be driven to provide technical and intellectual solutions to business problems.
Primary Responsibilities:
- Architecting and implementing low-latency market access solutions
- Understanding, interpreting, and interfacing with global exchanges and their protocols
- Designing, developing, and supporting market data feed handlers and exchange order routers
- Diagnosing latency issues and resolving with appropriate tuning and optimizations
- Working with traders to source, evaluate and facilitate access to new data sources
- Working with extended team to capture, house, and provide historical access to market data
- Liaise with vendors on data and technical issues as needed to deliver rapid solutions to the business
Skills and Experience:
- Bachelor's degree in Computer Science or related field
- Proven track record of understanding and working with global exchange protocols
- Experience with writing parsers for exchange protocols such as FIX and ITCH, etc
- Strong background in C++ and C++ Template metaprogramming with demonstrated experience using C++14/C++20
- Expertise with TCP/IP, UDP multicast, sockets, network protocols, particularly on Linux/Unix systems
- Experience using network tools such as Wireshark and TCPDump to monitor and debug behavior
- Ability to work in a collaborative environment
- Excellent written and verbal communication skills