Senior C++ Market Data Engineer

Project description

The ideal candidate combines strong modern C++ skills with experience in market data protocols, Linux, networking, and performance optimization.

Responsibilities

• Design, develop, and maintain C++ market data feed handlers for direct exchange feeds and third-party data providers.

• Build and maintain order books, quote and trade processing, and normalized market data interfaces.

• Implement sequence tracking, gap detection, recovery, snapshot processing, and feed arbitration.

• Develop efficient subscription management and data distribution, including conflation and backpressure handling.

• Optimize latency, throughput, CPU utilization, and memory consumption under peak market conditions.

• Support trading sessions, exchange calendars, symbol mapping, trading status messages, and corporate action updates.

• Build tools for packet capture analysis, feed replay, automated testing, and production diagnostics.

• Monitor data quality, feed health, latency, and recovery performance.

• Investigate production issues and participate in the team’s production support rotation.

• Collaborate with OMS/EMS, infrastructure, QA, and client application teams on integration and delivery.

• Required Qualifications

• Strong professional experience developing production systems in modern C++.

• Experience building real-time market data or other high-throughput, latency-sensitive systems.

• Strong understanding of multithreading, synchronization, memory management, data structures, and algorithms.

• Experience developing and debugging applications on Linux.

• Working knowledge of TCP/IP, UDP multicast, socket programming, and binary protocols.

• Understanding of market data concepts, including quotes, trades, order books, sequencing, and recovery.

• Experience profiling and diagnosing performance, concurrency, and memory issues.

• Familiarity with Git, code reviews, automated testing, and CI/CD.

• Ability to investigate complex issues and communicate clearly across engineering and business teams.

• Preferred Qualifications

• Experience with U.S. equities, options, or futures market data.

• Familiarity with protocols such as Nasdaq ITCH, NYSE Pillar, Cboe PITCH, CME MDP, CTA, or UTP.

• Experience with lock-free data structures, shared memory, CPU affinity, and cache-aware design.

• Familiarity with hardware timestamping, PTP, kernel bypass, or specialized network interfaces.

• Experience supporting redundant feeds, failover, and disaster recovery.

• Python or shell scripting skills for testing, analysis, and operational tooling.

• Familiarity with OMS/EMS integration and market data distribution to browser-based trading applications.

Responsibilities

• The ideal candidate combines strong modern C++ skills with experience in market data protocols, Linux, networking, and performance optimization.

Responsibilities

• Design, develop, and maintain C++ market data feed handlers for direct exchange feeds and third-party data providers.

• Build and maintain order books, quote and trade processing, and normalized market data interfaces.

• Implement sequence tracking, gap detection, recovery, snapshot processing, and feed arbitration.

• Develop efficient subscription management and data distribution, including conflation and backpressure handling.

• Optimize latency, throughput, CPU utilization, and memory consumption under peak market conditions.

• Support trading sessions, exchange calendars, symbol mapping, trading status messages, and corporate action updates.

• Build tools for packet capture analysis, feed replay, automated testing, and production diagnostics.

• Monitor data quality, feed health, latency, and recovery performance.

• Investigate production issues and participate in the team’s production support rotation.

• Collaborate with OMS/EMS, infrastructure, QA, and client application teams on integration and delivery.

• Required Qualifications

• Strong professional experience developing production systems in modern C++.

• Experience building real-time market data or other high-throughput, latency-sensitive systems.

• Strong understanding of multithreading, synchronization, memory management, data structures, and algorithms.

• Experience developing and debugging applications on Linux.

• Working knowledge of TCP/IP, UDP multicast, socket programming, and binary protocols.

• Understanding of market data concepts, including quotes, trades, order books, sequencing, and recovery.

• Experience profiling and diagnosing performance, concurrency, and memory issues.

• Familiarity with Git, code reviews, automated testing, and CI/CD.

• Ability to investigate complex issues and communicate clearly across engineering and business teams.

• Preferred Qualifications

• Experience with U.S. equities, options, or futures market data.

• Familiarity with protocols such as Nasdaq ITCH, NYSE Pillar, Cboe PITCH, CME MDP, CTA, or UTP.

• Experience with lock-free data structures, shared memory, CPU affinity, and cache-aware design.

• Familiarity with hardware timestamping, PTP, kernel bypass, or specialized network interfaces.

• Experience supporting redundant feeds, failover, and disaster recovery.

• Python or shell scripting skills for testing, analysis, and operational tooling.

• Familiarity with OMS/EMS integration and market data distribution to browser-based trading applications.

Skills

• Must have

• The ideal candidate combines strong modern C++ skills with experience in market data protocols, Linux, networking, and performance optimization.

Responsibilities

• Design, develop, and maintain C++ market data feed handlers for direct exchange feeds and third-party data providers.

• Build and maintain order books, quote and trade processing, and normalized market data interfaces.

• Implement sequence tracking, gap detection, recovery, snapshot processing, and feed arbitration.

• Develop efficient subscription management and data distribution, including conflation and backpressure handling.

• Optimize latency, throughput, CPU utilization, and memory consumption under peak market conditions.

• Support trading sessions, exchange calendars, symbol mapping, trading status messages, and corporate action updates.

• Build tools for packet capture analysis, feed replay, automated testing, and production diagnostics.

• Monitor data quality, feed health, latency, and recovery performance.

• Investigate production issues and participate in the team’s production support rotation.

• Collaborate with OMS/EMS, infrastructure, QA, and client application teams on integration and delivery.

• Required Qualifications

• Strong professional experience developing production systems in modern C++.

• Experience building real-time market data or other high-throughput, latency-sensitive systems.

• Strong understanding of multithreading, synchronization, memory management, data structures, and algorithms.

• Experience developing and debugging applications on Linux.

• Working knowledge of TCP/IP, UDP multicast, socket programming, and binary protocols.

• Understanding of market data concepts, including quotes, trades, order books, sequencing, and recovery.

• Experience profiling and diagnosing performance, concurrency, and memory issues.

• Familiarity with Git, code reviews, automated testing, and CI/CD.

• Ability to investigate complex issues and communicate clearly across engineering and business teams.

• Nice to have

• Preferred Qualifications

• Experience with U.S. equities, options, or futures market data.

• Familiarity with protocols such as Nasdaq ITCH, NYSE Pillar, Cboe PITCH, CME MDP, CTA, or UTP.

• Experience with lock-free data structures, shared memory, CPU affinity, and cache-aware design.

• Familiarity with hardware timestamping, PTP, kernel bypass, or specialized network interfaces.

• Experience supporting redundant feeds, failover, and disaster recovery.

• Python or shell scripting skills for testing, analysis, and operational tooling.

• Familiarity with OMS/EMS integration and market data distribution to browser-based trading applications.

• Other

• Languages

• English: C1 Advanced

• Seniority

• Senior

• Luxoft Benefits*

• ●Relocation options **

• ●Experience in an international environment

• ●Cross-cultural experience

• ●Feedback culture

• ●Regular appraisals

• ●Annual holiday - 20 or 26 days. The duration of the leave depends on the overall seniority

• ●Occasional leave - 1 or 2 days/ depending on the circumstances

• ●Child care leave - 2 days or 16 hours per year

• ●Absence due to force majeure - 2 days or 16 hours per year

• ●Maternity Leave - 20 weeks

• ●Parental Leave - 41 weeks

• ●Paternity Leave - 14 days

• ●Expert-led tech courses covering basic to advanced topics

• ●Internal instructor-led soft skills courses

• ●Comprehensive in-house self-learning resources for both soft and hard skills

• ●Access to external self-learning libraries like ProQuest eBook and Udemy for Business

• ●Cloud Programs: MS Cloud Academy, AWS Partner Academy, Google Cloud Academy

• ●Custom Learning Programs: upskilling, reskilling, technical mentor