Low-Latency Market Data Engineer - C++ & HPC (On-Site NY)

Harrington Starr; New York (NY); On-site; USD 180,000 - 240,000; Full time

Job summary

Harrington Starr in New York seeks a Market Data Engineer to join a hedge fund–style environment. You will design, implement and optimize core data systems that power research, backtesting and live trading.

The role emphasizes low‑latency C++ development on Linux, advanced multithreading and high‑throughput networking, collaborating with quants and engineers to push performance boundaries.

Qualifications

• At least 5 years of professional C++ software development experience.
• Strong proficiency in modern C++ and software design principles.
• Experience developing low-latency, high-performance systems.
• Strong knowledge of Linux and systems-level programming.
• Excellent understanding of multithreading, concurrency and parallel programming.
• Strong knowledge of networking and computer systems.
• Experience profiling, debugging and optimising complex software.
• A practical, analytical approach to solving difficult engineering problems.
• Electronic trading, quantitative finance, or high-frequency trading.
• Market data systems and exchange connectivity.
• Lock-free programming and advanced concurrency techniques.
• CPU architecture, cache optimisation, memory management and performance tuning.
• Kernel bypass networking, UDP multicast or other high‑performance networking technologies.
• FPGA-based systems or hardware acceleration.
• Research, simulation or backtesting infrastructure.

Responsibilities

• Develop core market data and trading data-path components.
• Enhance low-latency infrastructure for backtesting and live trading.
• Collaborate with quants and researchers on performance tuning.
• Profile, debug and optimize large-scale distributed systems.

Skills

C++ software development

Modern C++

Low-latency systems

Linux systems programming

Multithreading & concurrency

Networking

Profiling and debugging

Performance optimization

Electronic trading / HFT knowledge

Market data systems

Job description

Harrington Starr in New York seeks a Market Data Engineer to join a hedge fund–style environment. You will design, implement and optimize core data systems that power research, backtesting and live trading.

The role emphasizes low‑latency C++ development on Linux, advanced multithreading and high‑throughput networking, collaborating with quants and engineers to push performance boundaries.