Senior C++ Market Data Engineer

Harrington Starr; New York (NY); On-site; USD 180,000 - 240,000; Full time

Job summary

Harrington Starr in New York seeks a seasoned C++ engineer to help build and optimize market data ingestion, processing and distribution systems for a leading trading firm. You will work with quantitative researchers and traders to deliver high-performance, low-latency infrastructure, including feed handlers and exchange connectivity, across distributed services.

This role rewards technical excellence and impact on trading performance, with opportunities to shape next-generation research

Qualifications

• 5+ years' 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 and distributed systems experience.
• Low latency trading systems and binary exchange protocols.
• TCP/UDP networking and lock-free programming.
• Quantitative research infrastructure or trading systems experience.

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

Market Data

Low Latency

Linux Networking

Distributed Systems

HFT Experience

TCP/UDP

Multithreading

Exchange Connectivity

Binary Protocols

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.