Senior C++ Developer

Our client is one of the premier global investment banks.  The new hire will join PriceServer, a group responsible for providing realtime market data to equity Order Management Systems. There has been a dramatic increase in market data volumes in the recent past causing an increased focus on throughput, latency and reliability of market data distribution systems. Downtime in MarketData distribution is highly visible to clients. The PriceServer team is responsible for consolidating different market data feeds and calculating the Best Bid/Offer. PriceServer also provides all information necessary to keep systems in compliance with RegNMS requirements.

Your responsibilities will consist of "roll up the sleeves" involvement with a variety of market data feeds from numerous vendors and exchanges, being distributed to multiple trading desks. You will be engaged in programming with TCP/IP, UDP and Multicast sockets.  You will be dealing with the "lifeblood" of the bank's equity trading systems environment at a core level.

Requirements:Strong experience in C/C++ on Unix systems. Strong Socket programming experience. Multithreaded development experience. Four year bachelors degree or the international equivalent.


Preferred Qualifications Knowledge of data structures and algorithms would be beneficial. Knowledge of STL also good to have. Knowledge of Unix internals is a plus. Preference will be given to candidates that have already worked with Market Data for US Equities Market data feeds including some or all of these: CQS, UQDF, OPRA, ITCH, ArcaBook, OpenBook, BATS, CME. Understanding of Level 1, level 2, attributed quotes, etc. would be highly desirable. Realtime systems experience and knowledge of how Equity markets function.The compensation for this opportunity will be commensurate with the experience level of the successful candidates. For a senior candidate the base could approach the $150K range to attract stars, with an additional bonus potentially taking the overall comp package into the $250K range. Perhaps equally important will be the opportunity to work in a dynamic environment, performing meaningful work with direct impact on the bank's bottom line, as a key member of a talented team of developers.