Market Data Engineer - C++

Balyasny Asset Management LP; London; On-site; GBP 70,000 - 90,000; Full time

Job summary

A leading asset management firm in London is seeking a real-time market data engineer with 6+ years of experience in software engineering and expertise in C++. The ideal candidate will develop low-latency distribution systems for market data and implement robust feed handlers. Strong communication skills and a team-oriented mindset are essential for this role, which offers a dynamic work environment.

Qualifications

• 6+ years of experience in software engineering focused on real-time systems.
• Expert-level proficiency in C++ is mandatory.
• Good understanding of market data systems and distribution models.

Responsibilities

• Develop a low-latency distribution system for market data delivery.
• Implement real-time multi-asset feed handlers across exchanges.
• Ensure accuracy and quality of market data delivered.

Skills

C++

Real-time market data systems

Communication skills

Python

Education

Bachelor's degree in Computer Science or Engineering

Job description

ROLE OVERVIEW:

We are seeking a highly motivated and detailed-oriented real-time market data engineer to join our team. The ideal candidate will have a minimum of 6+ years hands-on development experience, with an excellent technical background and experience building scalable software used in distribution systems. The candidate will need to be a strong communicator, be able to multi-task and excel in a fast-paced environment.

RESPONSIBILITIES:

- Develop and refine a high-performance, low-latency distribution system for real-time market data delivery to systematic and non-systematic clients.

- Design and implement real-time multi-asset feed handlers across exchange or vendor products, covering all global markets, i.e. NYSE, NASDAQ, Refinitiv, B-Pipe, etc.

- Understand the accuracy and quality of the market data being delivered, implement robust validation and monitoring processes as required.

- Work with infrastructure groups to ensure the system is up-to-date, and can support the software demands around performance, scalability, and reliability.

- Own assigned projects, liaise with stakeholders, product managers, or other engineering teams to gather requirements, design solutions and deliver complete results.

- Support production. Troubleshoot, assess, and fix issues in a timely manner.

QUALIFICATIONS & REQUIREMENTS:

- Bachelor's degree in Computer Science, Engineering, or a closely related field.

- Minimum of 6+ years of experience in software engineering, ideally with a focus on real-time market data systems.

- Expert-level proficiency in C++.

- Deep understanding of real-time distribution models and network transport protocols. Work experience with distribution frameworks preferred.

- Good understanding of feed handlers, market data types, symbol segmentation, and A/B arbitration is a plus.

- Work experience with exchange or vendor market data protocols or messaging systems preferred.

- Good knowledge of memory management, threading models, CPU core alignment, and NUMA nodes.

- Domain knowledge of Equity, FX, or Commodities is a plus.

- Python experience preferred; Java experience is a plus.

- Strong communication skills, verbal and written.

- Able to work independently and as part of a team.