Market Data Engineer

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

Market Data Engineer | Hedge Fund | New York | On-site

We are looking for an experienced engineer to join a high-performance electronic trading environment, developing and optimising the core technology that powers our trading strategies. This is a hands‑on engineering role for someone who enjoys solving complex technical challenges, building highly efficient systems and pushing the boundaries of performance. You will work closely with quantitative researchers and other engineers to develop the systems and tools that support research, backtesting and live trading. The right candidate will have a strong background in modern C++, excellent systems‑level programming skills, and a genuine interest in low‑latency, performance‑critical software.

Essential Experience and Skills

• 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 or computationally intensive 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.