Market Data Engineer - C++

Balyasny Asset Management L.P.; New York (NY); On-site; USD 120,000 - 160,000; Full time

Job summary

A leading investment management firm is seeking a highly motivated Market Data Engineer - C++ to design and build a high-performance market data distribution platform. The ideal candidate will have expertise in modern C++ and Python, along with experience in real-time data systems and distributed architectures. This role involves collaborating with multiple teams to ensure the platform's reliability and scalability. Competitive salary and opportunity for impact in a dynamic environment.

Qualifications

• 6+ years of hands-on software engineering experience focused on real-time market data systems.
• Expert-level proficiency in modern C++ with a track record of building low-latency systems.
• Experience building centralized data platforms or services for large-scale internal usage.

Responsibilities

• Design, develop, and optimize a high-performance market data distribution system.
• Build and maintain feed handlers for direct exchange connections and vendor data sources.
• Gather requirements, design solutions, and deliver production-ready systems.

Skills

Modern C++ (C++14/17/20)

Real-time market data systems

Distributed architectures

Python

Network transport protocols

Education

Bachelor’s or Master’s degree in Computer Science, Engineering, or related field

Tools

Kubernetes

Docker

Prometheus

Grafana

Job description

Join to apply for the Market Data Engineer - C++ role at Balyasny Asset Management L.P.

We are seeking a highly motivated, detail-oriented C++ Market Data Engineer to join our Market Data team. You will help design and build the firm’s central real-time market data distribution platform, a core resource requiring access at scale from many users and teams. The ideal candidate has deep experience developing high-performance feed handlers for both vendor (e.g., Refinitiv, Bloomberg) and direct exchange connections and is comfortable working in both C++ and Python to deliver robust, scalable solutions.

You will work closely with infrastructure, trading, and technology teams to ensure the platform is reliable, scalable, and meets the needs of systematic and discretionary strategies across all asset classes.

Key Responsibilities

• Design, develop, and optimize a high-performance, low-latency market data distribution system supporting large-scale access across the firm.
• Build and maintain feed handlers for direct exchange connections (e.g., NYSE, NASDAQ, CME, Eurex) and vendor data sources (e.g., Refinitiv, Bloomberg B-Pipe).
• Implement robust data validation, monitoring, and quality assurance processes.
• Develop and maintain APIs and data pipelines in Python to facilitate integration and analytics.
• Collaborate with infrastructure and DevOps to ensure performance, scalability, reliability, and security.
• Gather requirements, design solutions, and deliver production-ready systems in partnership with stakeholders and other engineering teams.
• Provide production support, troubleshooting, and timely resolution of issues.
• Contribute to architectural decisions and best practices for a central platform supporting large-scale usage.

Qualifications & Requirements

• Bachelor’s or Master’s degree in Computer Science, Engineering, or related field.
• 6+ years of hands‑on software engineering experience, focused on real‑time market data systems and distributed architectures.
• Expert‑level proficiency in modern C++ (C++14/17/20) with a track record of building high‑performance, low‑latency systems.
• Extensive experience developing feed handlers for both vendor (Refinitiv, Bloomberg, etc.) and direct exchange protocols (e.g., FIX/FAST, ITCH, OUCH).
• Deep understanding of real‑time data distribution models, network transport protocols (TCP, UDP, multicast), and messaging frameworks (e.g., Aeron, ZeroMQ, Kafka).
• Experience building and supporting central platforms requiring access at scale from many users.
• Strong knowledge of market data types, symbol mapping/segmentation, and A/B arbitration.
• Expertise in memory management, threading/concurrency, CPU core affinity, and NUMA optimization.
• Proficiency in Python for APIs, data pipelines, and integration; Java experience is a plus.
• Strong verbal and written communication skills.
• Experience building centralized data platforms or services supporting large‑scale internal usage.
• Ability to work independently and collaboratively in a fast‑paced environment.

Preferred Skills

• Experience with cloud‑native architectures and containerization (e.g., Kubernetes, Docker).
• Familiarity with data serialization formats (e.g., SBE, Protobuf, Avro, FlatBuffers).
• Domain knowledge of Equities, FX, Futures, or Commodities is highly desirable.
• Experience with monitoring and observability for real‑time systems (e.g., Prometheus, Grafana).

Seniority level

Mid‑Senior level

Employment type

Full‑time

Job function

Engineering and Finance

Industries

Financial Services, Capital Markets, and Investment Management

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