Senior Principal Software Engineer

Nomura; Mumbai; On-site; INR 4,500,000 - 6,500,000; Full time

Job summary

Nomura in Mumbai seeks an experienced Senior Principal Software Engineer to own ultra-low latency market data systems. You will design, implement and optimize C++11/17 components that feed execution platforms, analytics and regulatory reporting with minimal latency.

Collaborate with global Market Data IT teams in London, New York, Tokyo, and Mumbai, and contribute to exchange protocol integrations (ITCH, SBE) and Bloomberg API usage, while mentoring junior engineers.

Qualifications

• 14-18 years of experience in market data or related fields.
• Strong expertise in C++11/17 and ultra-low latency systems.
• Experience with equity exchange processing and order book management.
• Knowledge of market data formats and protocols.
• Bachelor's or Master's in CS or related field.

Responsibilities

• Design, develop and optimize ultra-low latency systems in C++11/17 for processing equity exchange data.
• Implement high-performance algorithms for market data processing to minimize latency.
• Work with market data structures like TOB, Market by Price, Market by Orders, and trade processing.
• Develop systems for options processing and symbology management.
• Build and maintain systems for real-time order books and data aggregation.
• Integrate with exchange protocols such as ITCH, SBE and Tag/Value.
• Collaborate with downstream systems and Bloomberg API integrations.

Skills

C++

Low latency

Market data

Equity processing

Education

BE/BTech/MCA/MTech

Tools

Bloomberg API

ITCH

SBE

Tag/Value

Job description

Job Title

Senior Principal Software Engineer

Job Code

11265

Country

In

City

Mumbai

Skill Category

ITTechnology

Job Summary

Ultimate Market Data (UMD) systems are mission critical systems that source and feed ultra-low latency global market data to execution services platforms like trading systems, regulatory reporting, analytics etc. This is highly technically advanced and industry leading workstream that covers key geographical markets.

This is hands-on and high ownership within UMD IT team. We are looking for a highly experienced Market Data technologist with expertise in ultra-low latency C++ (C++ 11, C++ 17) to join our team. The ideal candidate will have in-depth knowledge of equity exchange processing, including order book management, trade processing and an understanding of various market data formats and protocols. The role involves building and optimizing high-performance systems that handle large volumes of market data with minimal latency, ensuring the accurate and timely delivery of critical financial information.

The selected person would to Global Head for Market Data IT and GES Tech India Head. The selected person would work closely with global Market data IT team across London, New York, Tokyo and Mumbai.

Position Specifications

• Corporate Title: Vice President
• Functional Title: Sr Principal Developer
• Experience: 14-18 years
• Qualification: B.E/B.Tech/MCA/M.Tech

Role Responsibilities

• Ultra-low latency development
  • Design, develop and optimize ultra-low latency systems in C++ 11/17 for processing equity exchange data.
  • Implement high-performance algorithms for market data processing, focusing on minimizing latency and maximizing output.
• Equity Exchange Processing
  • Work with and understand market data structures like Top of Book (TOB), Market by Price, Market by Orders, and trade processing.
  • Develop and maintain systems that handle and process these data structures efficiently.
• Options and Symbology Processing
  • Develop systems for options processing and symbology management, ensuring accurate mapping and data consistency across equity, options and indices.
• Market Data Book Building
  • Implement and manage systems for building and processing order books, ensuring the real-time aggregation of market data for analysis and trading.
• Exchange Protocols Expertise
  • Work with various exchange protocols such as ITCH, SBE and Tag/Value, ensuring seamless integration and processing of data streams.
• Downstream Systems Integration
  • Work with downstream trading other systems to integrate and process market data, ensuring that trading algorithms receive accurate and timely information.
  • Develop and implement basic analytics like VWAP (Volume Weighted Average Price) and aggregated volume calculations to support trading strategies.
• Bloomberg API integration
  • Utilize Bloomberg APIs to access and process market data, integrating this data into internal systems for analysis and trading.

Disclaimer: This job posting has been aggregated from external source. Role details, content, and availability are subject to change. Applicants are advised to confirm the latest information directly on the company website before applying.