Senior C++ Market Data Engineer — Low-Latency & High-Scale

Harrington Starr

New York (NY)

On-site

USD 180,000 - 240,000

Full time

14 days+

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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.