C++ Developer - Market Data

Cornwallis Elt Ltd; England; On-site; GBP 60,000 - 80,000; Full time

Job summary

A leading financial data company in London is seeking a Senior C++ Developer for a 6-month contract. You will be responsible for processing and curating financial data, handling protocol upgrades, and migrating parsers from Python to C++. The ideal candidate should have strong experience in C++, knowledge of market data protocols, and a degree in Computer Science or a related field. This role offers a collaborative environment and opportunities for innovation.

Qualifications

• Strong industry experience in C++ for production systems.
• Experience with market data protocols essential.
• Good experience working with Python.
• Strong understanding of Linux-based development.
• Excellent problem-solving skills.

Responsibilities

• Handle exchange protocol upgrades.
• Support and debug C++ parsers.
• Migrate high-volume data parsers from Python to C++.

Skills

C++ development in production systems

Market data protocols (ITCH, EOBI, Optiq, GTP)

Python for prototyping and testing

Linux-based development

Problem-solving skills

Education

Degree in Computer Science or STEM

Tools

Git

Job description

Senior C++ Developer – C++, Python, GTP, Market Data, Low Latency, Linux, Financial Data, London – 6-month contract (Inside IR35)

A Senior C++ Developer is currently being sought by a leading historical data and analytics company, focused on solving complex problems in financial big data. You will join a team responsible for processing and curating vast quantities of granular limit order book data, helping to ensure data quality and performance as the business continues to scale.
You will play a key role in handling exchange protocol upgrades, supporting and debugging existing C++ parsers, and helping to migrate high-volume data parsers from Python to C++, maintaining exact output fidelity using established tools and testing frameworks.

To be successful in this role, you will need:
• Strong industry experiences developing in C++ for production-level systems, ideally with a focus on low-latency or high-throughput data environments.
• Proven experience with market data protocols such as ITCH, EOBI, Optiq, GTP, or other exchange-specific formats is essential.
• Good experience working with Python, especially for prototyping, testing, or legacy integration.
• Strong understanding of Linux-based development, including use of git and standard development practices like unit testing and continuous integration.
• Excellent problem-solving skills and attention to detail, particularly in validating and maintaining consistency between data systems.
• A degree in Computer Science or another STEM subject is required.

This is a great opportunity for a Senior Engineer to work in a highly collaborative and innovative environment, for a leading Financial Service Data Provider.