Senior C++ Market Data Engineer

Harrington Starr; New York (NY); On-site; USD 160,000 - 260,000; Full time

Job summary

Harrington Starr in New York is seeking an experienced C++ engineer to help build the market data and research infrastructure. You will design, ingest, process and distribute market data with speed, accuracy and reliability, collaborating with quantitative researchers and traders.

The role focuses on latency-sensitive distributed systems, feed handlers, exchange connectivity and high-performance networking in a collaborative environment that values technical excellence.

Qualifications

• 5+ years' commercial C++ development experience.
• Strong modern C++ knowledge (C++11/14/17 or newer).
• Experience with market data, exchange connectivity and feed handlers.
• Excellent Linux and networking knowledge.
• Experience with multithreaded, high-performance applications.
• Experience with low latency trading systems and binary exchange protocols.

Responsibilities

• 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.

Skills

C++ development

Modern C++

Market data / exchange connectivity

Feed handlers / market data infra

Linux & networking

Multithreaded high-performance apps

Low latency trading systems

Binary exchange protocols

TCP/UDP networking

Lock-free programming

Quant research infrastructure

Trading systems / HFT

Job description

New York | 5 days on site | 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.