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C++ Market Data Developer

Company Name:
Open Systems Technologies
Candidate will contribute exclusively in the Market Data functional unit of a multi-asset Electronic Trading group. The Electronic Trading application suite, built on common foundational frameworks, will be used to deliver sophisticated and complex front office trading solutions, and opportunities across multiple asset-classes, including Fixed Income, FX and Equities. The candidate must have previous experience in developing in-house market data solutions. The candidate will be expected to solve software, and infrastructure problems in relation to market data processes, design and develop extreme automated stress testing harnesses, recommend and implement solutions, participate in and conduct code review sessions, and provide process improvements. The candidate will additionally be expected to provide hands on technical support, advice, and consultation with open issues relating to market data publishing and consuming applications plus assure quality, performance, security, trading risk controls, and compliance for those application platforms. Various aspects of market data expertise in Fixed Income, FX and/or Equities, coupled with hands-on experience in building electronic trading platforms and/or components is a huge plus.

Responsibilities:
Must have Qualities in the Market Data space:
High performance programming techniques in C++ and Java. Must be proficient in both languages.
Experienced in building market data aggregation and distribution engines.
A good understanding of the various nuances of market data protocols for various trading venues.
Ability to develop Feed Handlers to absorb quotes, trades, top-of-book data, order-book data, price feeds, etc., in raw format as it is sent by the various trading venues.
Normalization of market data packet streams to in-house data format, and distributing them to various applications.
Market data Symbology download, and symbology mapping to in-house format.
Good experience with various kinds core technology constructs such as, messaging distribution systems, caching, threading, and logging.
Ability to build consolidated market data books from market data message streams emanating from various trading venues.
Handling multiple types of consumers for delivery of market data (Smart Order Router, ALGO, Market Making Engines, Pulsed/Conflated data consumers, and trading User Interfaces).
Integrating in-house developed market data libraries with clients of market data (Smart Order Router, ALGO, Market Making Engines, Pulsed/Conflated data consumers, and trading User Interfaces.)
Establishing tools and controls to help verify quality of market data.
Ability to develop software relayers to handle market data streams being routed from data center to data center(s).
Good understanding of Market Data Entitlements systems.
Ability to develop highly tolerant (backups, hot-failover) as well as high performing market data handling and distribution systems.

Good to Have:
Data modeling experience.
Capture of market data streams and replay for back-testing/simulation for Smart Order Routers, ALGO, and Market Making Engines.
Ability to develop quality monitoring applications for market data systems.
Ability to perform high volume stress testing using simulators to prove out the quality of the market data systems being developed.
Extensive experience in the capital markets business and processes, e.g. - electronic trading/algorithmic trading.
Working knowledge of market data regulation and reporting

Educational Requirements - At least a Bachelor's degree in Computer Science or a related field.

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