Senior C++ Developer (with Market Data experience)

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

Job summary

Luxoft in New York seeks a senior C++ engineer to design and build high‑performance, low‑latency applications that process large volumes of real‑time data. You will optimize across algorithms, data structures, networking, and OS interaction to reduce microseconds and increase throughput.

The role requires mastery of modern C++ (C++17/20+), Linux systems programming, and proven work on performance‑critical systems.

Qualifications

• Must have strong proficiency in modern C++ (C++17/20 or later).
• Hands-on experience with Market Data.
• Solid understanding of concurrency and synchronization (lock free / low lock patterns, atomics, memory models).
• Proven experience building performance critical, real time, or low latency systems.
• Strong knowledge of CS fundamentals: data structures, algorithms, memory management, and optimization.
• Practical experience with Linux systems programming (sockets, epoll/select, threads, memory management, CPU affinity).
• Experience using profiling, benchmarking, and performance analysis tools (perf, valgrind, flame graphs, CPU/memory profilers).
• Proficiency with version control (Git) and standard build systems (CMake, Ninja).
• Excellent problem-solving skills and attention to detail; ability to work in a fast-paced environment.

Responsibilities

• Design, implement, and maintain high performance C++ services handling high message rates and low latency workloads.
• Optimize existing components for latency, throughput, and CPU/memory efficiency.
• Develop and tune networking, messaging, and I/O layers to handle large data volumes reliably.
• Profile and debug performance issues at application, OS, and network levels.
• Collaborate with quantitative, trading, and infrastructure teams to translate requirements into robust technical solutions.
• Write clean, production quality code with appropriate tests and documentation.
• Participate in code reviews, design discussions, and continuous improvement of engineering practices.

Skills

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

Market Data experience

Concurrency and synchronization

Real-time / low-latency systems

Linux systems programming

Profiling & benchmarking

Git version control

CMake/Ninja build systems

Problem solving / detail oriented

Tools

Git

CMake

Ninja

Job description

Project description

We are looking for a C++ engineer to design and build high performance, low latency applications that process large volumes of real time data. You will work on systems where microseconds and throughput matter, optimizing every layer from algorithms and data structures to networking and OS interaction. Compensation for NYC 140000-200000 USD Gross per year based on the interview process results.

Responsibilities

• Design, implement, and maintain high performance C++ services handling high message rates and low latency workloads.
• Optimize existing components for latency, throughput, and CPU/memory efficiency.
• Develop and tune networking, messaging, and I/O layers to handle large data volumes reliably.
• Profile and debug performance issues at application, OS, and network levels.
• Collaborate with quantitative, trading, and infrastructure teams (or analogous business/tech teams) to translate requirements into robust technical solutions.
• Write clean, production quality code with appropriate tests and documentation.
• Participate in code reviews, design discussions, and continuous improvement of engineering practices.

SKILLS

Must have

• Strong proficiency in modern C++ (C++17/20 or later)
• Hands-on experience with Market Data
• Solid understanding of concurrency and synchronization (lock free / low lock patterns, atomics, memory models, etc.).
• Proven experience building performance critical, real time, or low latency systems (e.g., networking, trading systems, telemetry, gaming engines, or similar).
• Strong knowledge of computer science fundamentals: data structures, algorithms, memory management, and optimization.
• Practical experience with Linux systems programming (sockets, epoll/select, threads, memory management, CPU affinity, etc.).
• Experience using profiling, benchmarking, and performance analysis tools (e.g., perf, valgrind, flame graphs, CPU/memory profilers).
• Proficiency with version control (Git) and standard build systems (CMake, Ninja, etc.).
• Excellent problem-solving skills and attention to detail; ability to work in a fast-paced environment.

Nice to have

• Experience with kernel bypass or user space networking technologies (e.g., DPDK, RDMA, VMA, Solarflare/OpenOnload) - helpful but not required.
• Experience in financial markets, market data distribution, order routing, or exchange connectivity.
• Familiarity with common market data protocols (e.g., FIX, MDP, ITCH, proprietary exchange feeds) is a plus.
• Experience with multicast, low latency networking, and clock synchronization (e.g., PTP).
• Exposure to hardware aware optimization (NUMA, cache optimization, vectorization/SIMD, CPU pinning).
• Experience with monitoring/telemetry for high performance systems (latency histograms, throughput metrics, SLAs).
• Familiarity with scripting languages (e.g., Python, Bash) for tooling and automation.
• KDB+
• Data Analysis with python (pytorch, pandas, arrow)