C++-Java Market Java Developer

new york, New York

A leading financial services company is seeking a strong Market Data Developer.


  • Develop ultra-low-latency feed-handlers that takes in raw market data in various formats from multiple trading venues and trading partners.
  • Handle and parse both price-feed and order-book-feed data from these trading venues/partners.
  • Normalize the external content into as single format and disseminate it to market data book-building server process
  • Maintain a full-depth-of-book in the market data book-building-server process.
  • Develop low-latency, high-speed client side consumer (ALGO, Smart-Order-Router) libraries
  • Develop a conflated feed to clients like trading UIs.
  • Inject high-volume market data ticks into quantitative data store(s).
  • Produce end-of-data metrics on market data platform performance.


  • Bachelor's degree in CS field
  • C++ and Java expertise
  • End-to-end fault-tolerance architecture knowledge and implementation in this market data handling space is imperative.
  • Must be very good with handling low level programming constructs like:
    • Linux/UNIX system calls
    • TCP/IP socket coding
    • Multicast traffic handling
    • Thread-to-thread communication
    • Shared memory and memory-mapped file constructs
    • Boost Library
    • Intel threading blocks
    • C/C++ and Java code optimizations

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