Senior C++ Developer, Market Data

Luxoft; New York (NY); On-site; USD 140,000 - 200,000; Full time

Job summary

Luxoft in New York seeks a high‑performance C++ engineer to design, build and maintain low‑latency services that process real‑time market data at scale.

You will optimize algorithms, networking and OS interactions, profile bottlenecks, and collaborate with trading, infrastructure and data teams to deliver robust, scalable solutions that meet strict latency and throughput requirements.

Qualifications

• Expertise in modern C++ (C++17/20+) with hands-on market data experience.
• Strong knowledge of concurrency, synchronization, and memory models.
• Experience building low-latency, real-time systems.
• Solid CS fundamentals including data structures and algorithms.
• Practical Linux systems programming experience (sockets, epoll, threading).
• Experience with profiling and performance analysis tools.

Responsibilities

• Design, build, and maintain high‑performance C++ services for high message rates.
• Improve latency, throughput, and CPU/memory efficiency of components.
• Develop and tune networking, messaging, and I/O layers for large data volumes.
• Profile and troubleshoot performance across app, OS, and network layers.
• Collaborate with quantitative, trading, and infrastructure teams to deliver robust solutions.
• Write clean, production‑quality code with tests and documentation.

Skills

C++

Concurrency

Low-latency

Linux programming

Profiling

Git

Networking

Performance optimization

Market data

Data structures

Tools

CMake

Ninja

Perf

Valgrind

DPDK

RDMA

Git tooling

Job description

Salary: $140,000 - 200,000 per year

Requirements:

• Strong proficiency in modern C++ (C++17/20 or later) and hands‑on experience with market data.
• Solid understanding of concurrency and synchronization, including lock‑free or low‑lock patterns, atomics, and memory models.
• Experience building performance‑critical, real‑time, or low‑latency systems, such as networking, trading, telemetry, or gaming systems.
• Strong computer science fundamentals, including data structures, algorithms, memory management, and optimization.
• Practical Linux systems programming experience, including sockets, epoll/select, threading, memory management, and CPU affinity.
• Experience with profiling, benchmarking, and performance analysis tools such as perf, Valgrind, flame graphs, and CPU or memory profilers.
• Proficiency with Git and build systems such as CMake or Ninja.
• Strong problem‑solving skills, attention to detail, and ability to work in a fast‑paced environment.
• Experience with kernel‑bypass or user‑space networking technologies such as DPDK, RDMA, VMA, or Solarflare/OpenOnload is an advantage.
• Experience in financial markets, market data distribution, order routing, or exchange connectivity is an advantage.
• Familiarity with market data protocols such as FIX, MDP, ITCH, or proprietary exchange feeds is a plus.
• Experience with multicast, low‑latency networking, and clock synchronization such as PTP is a plus.
• Exposure to hardware‑aware optimization, including NUMA, cache optimization, SIMD, or CPU pinning, is beneficial.
• Experience monitoring high‑performance systems using latency histograms, throughput metrics, or SLAs is beneficial.
• Familiarity with Python or Bash for tooling and automation is beneficial.
• Knowledge of KDB+ or experience analyzing data with Python tools such as PyTorch, pandas, or Arrow is beneficial.

Responsibilities:

• Design, build, and maintain high‑performance C++ services for high message rates and low‑latency workloads.
• Improve existing components for latency, throughput, and CPU and memory efficiency.
• Develop and tune networking, messaging, and I/O layers to reliably process large data volumes.
• Profile and troubleshoot performance issues across application, operating system, and network layers.
• Work with our quantitative, trading, and infrastructure teams—or equivalent business and technology teams—to turn requirements into robust technical solutions.
• Write clean, production‑quality code with appropriate tests and documentation.
• Take part in code reviews, design discussions, and ongoing improvements to our engineering practices.

Technologies:

• Bash
• Git
• Hardware
• Linux
• Network
• PyTorch
• Python
• RDMA
• pandas
• C++

More:

We are seeking a C++ engineer to build high‑performance, low‑latency applications that process large volumes of real-time data. The role focuses on optimizing systems at every level, from algorithms and data structures to networking and operating system interactions, where throughput and microsecond‑level performance matter. Compensation for the New York City position is $140,000–$200,000 gross per year, based on interview results.