Our client, a top tier financial institution, renowned for its innovative trading strategies and cutting-edge technology, are seeking a C++ Market Data Engineer to their growing team in Hong Kong. The ideal candidate will have a strong knowledge in C++ programming and market data feed handlers.
The role:
- Design, implement and optimize low-latency C++ services for market data ingestion, normalization and distribution.
- Integrate with exchange/venue feeds (FIX/FAST/ITCH/Protobuf) and third-party vendors.
- Build efficient parsers, multicast/UDP handlers, and order-book/market-state engines.
- Implement robust error handling, replay, sequencing and recovery mechanisms.
- Profile and optimize for latency, throughput and memory usage.
- Collaborate on deployment, monitoring, and incident response; write clear operational runbooks.
- Contribute to testing (unit, integration, performance) and CI/CD pipelines.
What you offer:
- At least 3+ years of relevant experience
- Strong C++ (14/17/20) with expertise in performance optimizations and concurrency.
- Experience with network programming (sockets, multicast, UDP/TCP), binary protocols and serialization.
- Familiarity with market data protocols (FIX/FAST/ITCH) and order book concepts.
- Knowledge of Linux, performance profiling tools (perf, gdb, valgrind) and build systems (CMake).
- Experience with multithreading, lock-free data structures, and low-latency patterns.
- Good debugging and production-support skills; ability to work under pressure.
The sell:
- Very competitive salary (base + bonus) & benefits
- Opportunities for professional development and career advancement.
- A dynamic and inclusive work environment at a leading global financial institution.