C++ Market Data Engineer

McGregor Boyall Associates Limited; Greater London; On-site; GBP 41,000 - 72,000; Full time

Job summary

McGregor Boyall Associates Limited is hiring a Market Data Engineering Manager to architect and deliver a next-generation data platform. You will ingest streaming and historical data from vendor platforms and internal APIs, and build real-time processing engines with fast, resilient, and recoverable characteristics for multiple asset classes.

You will mentor a team of developers and analysts, drive SDKs and interfaces for derived-data calculations, and collaborate with investment teams to shape

Qualifications

• 8+ years leading engineering teams.
• 5+ years hands-on experience with market data systems.
• Experience supporting research or execution workflows across more than one asset class.
• Track record of building production systems that remain highly available.
• Low-latency C++ development experience.
• Experience with Refinitiv or Bloomberg APIs is a plus; comparable enterprise market data stack experience.

Responsibilities

• Architect our next-generation market data platform.
• Ingest streaming and historical data from vendor consolidation platforms and internal APIs.
• Build real-time processing and derivation engines, including bars and NBBO, that are fast, resilient, and recoverable.
• Develop SDKs and platform interfaces so specialist teams can plug in their own derived-data calculations.
• Hire and mentor a team of developers and analysts.
• Own the platform roadmap directly with investment teams and translate their needs into production systems.
• Lead a build-and-lead function rather than a maintenance role.

Skills

Leadership

Low-latency programming

Real-time data processing

Mentoring

Tools

C++

Refinitiv APIs

Bloomberg APIs

Job description

Salary: £41,000 - 71,500 per year

Requirements:

• 8+ years leading engineering teams
• 5+ years of hands-on experience with market data systems
• Experience supporting research or execution workflows across more than one asset class
• A track record of building production systems that remain highly available
• Low-latency C++ development experience
• Experience with Refinitiv or Bloomberg APIs is a plus, as is comparable enterprise market data stack experience

Responsibilities:

• Architect our next-generation market data platform
• Ingest streaming and historical data from vendor consolidation platforms and internal APIs
• Build real-time processing and derivation engines, including bars and NBBO, that are fast, resilient, and recoverable
• Develop SDKs and platform interfaces so specialist teams can plug in their own derived-data calculations
• Hire and mentor a team of developers and analysts
• Own the platform roadmap directly with investment teams and translate their needs into production systems
• Lead a build-and-lead function rather than a maintenance role

Technologies:

• Architect
• Support
• C++

More:

We are a global multi-strategy hedge fund hiring into our Data Technology team for a Manager, Market Data Engineering role. We support investment teams across Equities, Macro, Commodities, and Credit by building systems that capture, redistribute, derive, and serve real-time and historical market data. This is a build-and-lead opportunity with a base location in Chicago, London, or New York, and the US base range is USD 225,000 to 275,000 plus bonus and benefits.