Low-Latency C++ Market Data Engineer

Millennium; Hong Kong; On-site; HKD 800,000 - 1,200,000; Full time

Job summary

Millennium is a global investment firm seeking a senior Market Data Engineer to join our IT team in managing real-time data feeds. You will develop and optimize low-latency C++ components that connect to brokers, exchanges, and other venues.

The role requires deep knowledge of Linux, OS tuning, and networking, plus experience with large-scale data analysis and Python scripting. You will work closely with Portfolio Managers to ensure robust, scalable data infrastructure across trading platforms.

Qualifications

• 5+ years in financial markets technology.
• Expert in low-latency, multi-threaded C++ development.
• Strong Linux and OS/network tuning capabilities.
• Experience with large-scale data analysis and Python.
• Familiarity with Asian market data feeds.

Responsibilities

• Develop real-time market data components that connect to brokers and exchanges.
• Build systems for the full data workflow across data services.
• Integrate market data with trading infrastructure, including pre-trade risk checks.
• Engineer low-latency, high-performance multi-threaded applications in C++.
• Analyze large data sets to troubleshoot and improve performance.
• Tune OS and network settings on Windows and Linux.
• Interpret exchange specs to implement connectivity solutions.
• Collaborate with IT teams, developers, and Portfolio Managers.

Skills

Advanced C++ development

Linux proficiency

Python scripting

Market data knowledge

Communication skills

Asian market data familiarity

Tools

Linux OS

Windows OS

Network tuning tools

Job description

Millennium is a global investment firm seeking a senior Market Data Engineer to join our IT team in managing real-time data feeds. You will develop and optimize low-latency C++ components that connect to brokers, exchanges, and other venues.

The role requires deep knowledge of Linux, OS tuning, and networking, plus experience with large-scale data analysis and Python scripting. You will work closely with Portfolio Managers to ensure robust, scalable data infrastructure across trading platforms.