Senior Software Engineer

Positions: Senior C++ Low-Latency Market data engineer

Must Have: C++, lock-free / Wait-free, orderbook, Market Data, Solarflare / Mellanox, Low Latency code.

Role Summary

Join us at the start of a green-field initiative: the design and build of a new ultra-low-latency Market Data platform that will drive our next generation of real-time services. You will work on components where every microsecond matters, integrate binary exchange protocols, and contribute to a high-performance system focused on low latency, correctness, and reliability.

What You Will Do

• Design and develop core components of the low-latency Market Data platform.
• Implement and optimize feed handlers over TCP and multicast UDP binary protocols.
• Work with feeds such as ITCH, SBE, FAST, FIX, and venue-specific formats.
• Work on L1, L2, and L3 order-book construction, conflation, correlation, consolidated tapes, and replay pipelines.
• Optimize performance by focusing on:
• CPU cache hierarchies and memory locality
• NUMA-aware design and predictable execution
• Data-structure layout and allocation-free paths
• Branch prediction, prefetching, TLB behavior
• NIC tuning and kernel network stack optimization
• Build and maintain high test coverage, including latency regression and deterministic behavior tests.
• Validate correctness and quality of Market Data flows end-to-end.
• Perform profiling and instrumentation using eBPF, perf events, and flame graphs.
• Analyze binary protocol dumps and low-level hexdump traces for debugging.
• Deploy, test, and validate software in QA and Production environments.
• Participate in on-call and incident support once the platform is in production.
• Contribute to documentation, knowledge sharing, and continuous improvement.

Experience

• 8+ years of professional experience with modern C++ (C++14/17/20).
• 5+ years working directly in Market Data or trading low-latency systems.

Nice to Have

• Understanding of hardware timestamps, PTP, and time-synchronization pipelines.
• Experience with Elastic, Grafana, Prometheus.