C++ Low latency market data engineer

Delhi - India

Monthly Salary: Not Disclosed

Posted on: 30+ days ago

Vacancies: 1 Vacancy

Job Summary

Senior C Low-Latency Market Data Engineer/Developer

Positions: 8 (5 Sr and 3 Jr)

Location: Chennai Siruseri

Experience: 4-12 years

Industry: Financial / Trading /Exchange

Must Have: C lock-free / Wait-free orderbook Market Data Solarflare / Mellanox Low Latency code UDP.

Job Code: 373752

Role Summary

Join us at the start of a green-field initiative: the design and build of a new ultra-low-latency Market Data platform that will drive our next generation of real-time services. You will work on components where every microsecond matters integrate binary exchange protocols and contribute to a high-performance system focused on low latency correctness and reliability.

You will work in a distributed highly skilled engineering team across two locations shaping a system built for speed quality and long-term maintainability.

What You Will Do

Design and develop core components of the low-latency Market Data platform.
Implement and optimize feed handlers over TCP and multicast UDP binary protocols.
Work with feeds such as ITCH SBE FAST FIX and venue-specific formats.
Work on L1 L2 and L3 order-book construction conflation correlation consolidated tapes and replay pipelines.
Optimize performance by focusing on:
- CPU cache hierarchies and memory locality
- NUMA-aware design and predictable execution
- Data-structure layout and allocation-free paths
- Branch prediction prefetching TLB behavior
- NIC tuning and kernel network stack optimization
Build and maintain high test coverage including latency regression and deterministic behavior tests.
Validate correctness and quality of Market Data flows end-to-end.
Perform profiling and instrumentation using eBPF perf events and flame graphs.
Analyze binary protocol dumps and low-level hexdump traces for debugging.
Deploy test and validate software in QA and Production environments.
Participate in on-call and incident support once the platform is in production.
Contribute to documentation knowledge sharing and continuous improvement.

What You Bring

Experience

8 years of professional experience with modern C (C14/17/20).
5 years working directly in Market Data or trading low-latency systems.

Technical Skills

Deep experience integrating exchange Market Data protocols: TCP multicast UDP ITCH SBE FAST FIX.
Experience with L1/L2/L3 order books conflation correlation replay and consolidated feeds.
Mastery of modern C techniques including:
- advanced templates
- lock-free and wait-free structures
- concurrency and memory models
Strong Linux expertise:
- CLI and low-level tooling (perf strace tcpdump sar iostat)
- understanding of system calls CPU scheduling memory management
Understanding of modern CPU microarchitecture: cache hierarchies NUMA branch prediction prefetching TLB behavior.
Experience with low-latency NICs (Solarflare Mellanox) driver settings and tuning.
Familiarity with kernel-bypass technologies (DPDK Onload) or advanced NIC/driver tuning is a strong plus.
Experience with low-overhead instrumentation and performance profiling (eBPF perf events flame graphs).
Strong focus on reliability defensive coding and graceful failure handling.
Ability to analyze binary protocol dumps and low-level hexdump traces.
Strong hands-on experience with Python / Go (mandatory).
Experience with Git/GitLab Linux shell scripting CI/CD.
Knowledge of Ansible is a plus.
Clear communication skills and ability to work in a distributed team.

Nice to Have

Understanding of hardware timestamps PTP and time-synchronization pipelines.
Experience with Elastic Grafana Prometheus.

Senior C Low-Latency Market Data Engineer/Developer Positions: 8 (5 Sr and 3 Jr) Location: Chennai Siruseri Experience: 4-12 years Industry: Financial / Trading /Exchange Must Have: C lock-free / Wait-free orderbook Market Data Solarflare / Mellanox Low Latency code UDP. Job Code: 373752 ...