C++ Engineer - Market Data Operations

The SPEED Market Data team seeks a multi skilled engineer who is excited to architect, implement, monitor and support low latency C++ systems that are robust, resilient, accurate, stable, and blindingly fast. By building and maintaining this high-performance infrastructure, this engineer will help position MLP as a leader in the field of quantitative trading. You will shape the future of this industry while you work alongside other exceptional engineers and strategists to solve some of the most significant engineering problems in the world.

We are looking for a strong candidate with financial markets technology experience and realtime market data expertise to build and support globally our realtime (both low latency and non-latency sensitive) market data plant.  The successful candidate must be comfortable with monitoring, support, development, and client management duties with goals of ensuring stability of the existing environment whilst also designing and implementing platform improvements.

Principal Responsibilities

• Collaborating with hardware and software developers across divisions to build realtime market data processing and distribution systems
• Contributing towards the team’s technical direction by driving new initiatives
• Developing systems, interfaces, and tools for historical market data and trading simulations that increase research productivity
• Optimizing this platform by using network and systems programming, as well as other advanced techniques to minimize latency
• Helping build and maintain our automated test and benchmark framework, risk-management, performance-tracking, and other tools
• Testing, implementing, and benchmarking different feed handlers (internal and external) on different hardware offerings and settings (e.g. Solarflare, Mellanox NICs, different switches, different compilers and compiler flags, different OS options, etc.)
• Support and management of both enterprise and latency sensitive realtime market data environments, including management of internal, vendor, and exchange-initiated changes.
• Design and engineering of components to automate support and management capabilities for the market data platform, including monitoring, realtime and historic metrics collection/visualization, and administrative functions including self-service user facing tools.
• Liaison with users of the market data environment, including Portfolio Managers, trading desks, and core technology teams.
• Enhancement of processes and workflows related to operation of the market data platform, such as release deployment, incident management and remediation, exchange notification handling, defining and enforcing SLAs

Qualifications/Skills Required

• A degree in computer science or a related field with a strong background in data structures, algorithms, and object-oriented programming in C++
• Good understanding of Linux system internals and networking
• Deep understanding of CPU architecture and the ability to leverage CPU capabilities
• Able to prioritize in a fast moving, high pressure, constantly changing environment; Good sense of urgency and ownership
• Believer and practitioner of extreme leadership and accountability
• Effective communication and relationship management skills (client and vendor): The candidate will be expected to work closely with business and technology users to understand their current and future needs
• Knowledge of any other development language, including Java, Python, or Perl and shell scripts
• Technical background in application development on complex market data systems (i.e. – Bloomberg, Thompson Reuters, etc)
• Technical experience supporting market data environments within a global organization, including both internally developed DMA feed handlers and distribution infrastructure
• Strong understanding of market data concepts and functionality, such as data models (fields/messages), protocols (e.g. snapshot + delta), order book representations (e.g. L1/L2/L3), recovery and reliability.
• Hands on Site Reliability Engineering or DevOps skills, including system administration, automation, measurement, release / deployment management
• Experience of monitoring, metrics and command/control functionality for distributed market data platforms; ability to evaluate existing solutions and drive enhancements through coordination of development and operations teams.
• Ability to prioritize in a fast moving, high pressure, constantly changing environment.
• Demonstrate thoroughness and strong ownership of work through a detail-oriented approach.