Job #: 2541
Title: C++ Developer
The Real-time Market data department is part of the Algorithmic Trading Super Department. The team is responsible for the market data infrastructure and applications that drive the Firm’s Sales and Trading platforms across Equity, FID, FX and Rates. The Real-time Market Data department is responsible for developing, engineering, deploying and maintaining applications to disseminate and enhance the value of the market data that comes into the firm. The primary focus is on developing and maintaining highly scalable systems using cutting edge technologies to process/distribute market data with ultra-low latency to enable efficient electronic trading. These systems supply data to smart order router, dark pool, and algorithmic trading engines. The department also develops and supports systems for non-latency sensitive applications with enriched real time calculations. We are a global team with resources in North America, Europe, and Asia.
This position will be hands on C++ development role. The candidate will participate and contribute to the design and development of real-time market data core infrastructure and feed processing software.
Responsibilities will include:
• Contribute to the design, development and implementation of the global teams strategic plans to meet the firms market data requirements
• Work with the application teams to understand requirements and define potential solutions
• Be involved in all aspects of the project lifecycle from requirements to deployment and subsequent support.
• Performing in-depth data analysis on the Market Data content itself.
• Design/develop products to add value to the services the team provides
• Develop new market data feeds and calculations.
• Enhance existing systems to meet new requirements.
• Design/develop products to add value to the services the team provides.
• Perform regression testing, configuration changes and in some cases release
Skills required (essential):
• Bachelor’s degree in Computer Science or equivalent
• Advanced knowledge of C++, including templates.
• TCP and Multicast communications.
• Multithreading, low-level primitives, atomic variables, mutex, condition variable, understanding of pthreads even if using C++ libraries like Boost.
• STL (Standard Template Library).
• Boost, including event handling.
• Knowledge and experience on formal software development practices.
• Understand debugging with gdb.
• Unix low-level
• Perl/Python and shell scripting.
• Superlative English verbal and written communication.
• Ability to take ownership of a deliverable and move it forward independently.
• Understand performance verification and optimization tools.
• Knowledge of common formats used such as FIX, FAST, etc.
• Knowledge of finance – various asset classes and their characteristics, particularly with respect to market data.
• is an equal opportunities employer. We work to provide a supportive and inclusive environment where all individuals can maximize their full potential.*LI-LT1