C++ Market Data Engineer
C++ Market Data Engineer
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Salary Not Disclosed
1 Vacancy
Job Description
Trexquant is a growing systematic fund at the forefront of quantitative finance with a core team of highly accomplished researchers and engineers. To keep pace with our expanding global trading operations we are seeking a C Market Data Engineer to design and build ultra-low-latency feed handlers for premier vendor feeds and major exchange multicast feeds. This is a high-impact role that sits at the heart of Trexquants trading platform; the quality speed and reliability of your code directly influence every strategy we run.
Responsibilities
- Design & implement high-performance feed handlers in modern C for equities futures and options across global venues (e.g. NYSE CME Refinitiv RTS Bloomberg B-PIPE).
- Optimize for micro- and nanosecond latency using lock-free data structures cache-friendly memory layouts and kernel-bypass networking where appropriate.
- Build reusable libraries for message decoding normalization and publication to internal buses shared by research simulation and live trading systems.
- Collaborate with cross-functional teams to tune TCP/UDP multicast stacks kernel parameters and NIC settings for deterministic performance.
- Provide robust failover gap-recovery and replay mechanisms to guarantee data integrity under packet loss or venue outages.
- Instrument code paths with precision timestamping and performance metrics; drive continuous latency regression testing and capacity planning.
- Partner closely with quantitative researchers to understand downstream data requirements and to fine-tune delivery formats for both simulation and live trading.
- Produce clear architecture documents operational run-books and post-mortems; participate in a 247 follow-the-sun support rotation for mission-critical market-data services.
Requirements
- BS/MS/PhD in Computer Science Electrical Engineering or related field.
- 3 years of professional C (141720) development experience focused on low-latency high-throughput systems.
- Proven track record building or maintaining real-time market-data feeds (e.g. Refinitiv RTS/TREP Bloomberg B-PIPE OPRA CME MDP ITCH).
- Strong grasp of concurrency lock-free algorithms memory-model semantics and compiler optimizations.
- Familiarity with serialization formats (FAST SBE Protocol Buffers) and time-series databases or in-memory caches.
- Comfort with scripting in Python for prototyping testing and ops automation.
- Excellent problem-solving skills ownership mindset and ability to thrive in a fast-paced trading environment.
- Familiarity with containerization (Docker/K8s) and public-cloud networking (AWS GCP).
Benefits
- Competitive salary plus bonus based on individual and company performance.
- Collaborative casual and friendly work environment while solving the hardest problems in the financial markets.
- PPO Health dental and vision insurance premiums fully covered for you and your dependents.
- Pre-Tax Commuter Benefits
Trexquant is an Equal Opportunity Employer
Employment Type
Full Time
