Senior C++ Market Data Engineer

Harrington Starr; Chicago (IL); Hybrid; USD 140,000 - 190,000; Full time

Job summary

Harrington Starr in Chicago is seeking a senior C++ developer to design and optimise market data ingestion and distribution systems. Join a leading proprietary trading firm and work with quantitative researchers and traders to deliver high-performance, low-latency infrastructure.

You will contribute to feed handlers, gateways, and exchange connectivity, build scalable services for research tools and simulations, and help push performance and reliability in distributed systems.

Qualifications

• 5+ years of commercial C++ development experience.
• Strong modern C++ (C++11/14/17 or newer).
• Experience with market data or exchange connectivity.
• Understanding of feed handlers, gateways or market data infrastructure.
• Strong Linux and networking knowledge.
• Experience with multithreaded, high-performance applications.
• Excellent problem-solving skills and distributed systems experience.
• Low latency trading systems and binary exchange protocols.
• TCP/UDP networking.
• Quantitative research infrastructure and trading systems or HFT experience.

Responsibilities

• Design and optimise systems for market data ingestion and distribution.
• Build scalable services supporting research tools and simulation environments.
• Work on performance-critical distributed systems with strict latency requirements.
• Collaborate with Quant Researchers, Traders and Engineers.
• Improve scalability, resilience and system performance.
• Contribute to the design of next-generation research infrastructure.

Skills

C++

Modern C++

Market Data

Linux

Networking

Multithreading

Low Latency

Trading Systems

HFT Experience

TCP/UDP

Job description

Chicago | Hybrid (3 days per week) | Competitive Salary + Bonus

We're working with a leading proprietary trading firm that's expanding its Market Data & Research Infrastructure team.

This team develops the infrastructure that powers research tools, simulators and market data distribution across the business. Working closely with quantitative researchers and trading teams, you'll build high-performance systems responsible for ingesting, processing and distributing market data with speed, accuracy and reliability.

This is an excellent opportunity for someone with experience in market data, exchange connectivity or feed handling who enjoys solving complex distributed systems problems.

What you'll be doing

• Design and optimise systems responsible for market data ingestion and distribution
• Build scalable services supporting research tools and simulation environments
• Work on performance-critical distributed systems with strict latency requirements
• Collaborate with Quant Researchers, Traders and Engineers
• Improve scalability, resilience and system performance
• Contribute to the design of next-generation research infrastructure

What we're looking for

• 5+ years' commercial C++ development experience
• Strong modern C++ (C++11/14/17 or newer)
• Experience working with market data or exchange connectivity
• Understanding of feed handlers, gateways or market data infrastructure
• Strong Linux and networking knowledge
• Experience with multithreaded, high-performance applications
• Excellent problem-solving skills and distributed systems experience
• Low latency trading systems
• Binary exchange protocols
• TCP/UDP networking
• Lock-free programming
• Quantitative research infrastructure
• Trading systems or HFT experience

This is a place where software performance and technical excellence are central to the firm's

success.

Contact Ciara Clarke at Harrington Starr for a confidential discussion on t