C++ Market Data Developer (Contract)
Description For C++ Market Data Developer (Contract)
BMLL Technologies is seeking a C++ Market Data Developer (Contract) to join their team. The role involves processing historical market data, handling exchange protocol changes, and migrating parsers/feed handlers from Python to C++. Key responsibilities include:
- Handling exchange protocol upgrades
- Fixing bugs in existing C++ parsers
- Migrating Python data parsers to C++ for improved performance
- Developing Google Test unit tests for new C++ code
- Comparing C++ and Python output using existing tools
BMLL processes 250GB of new data daily across 750,000 securities, delivering it to their platform, dashboard products, and data services. The ideal candidate will have experience with market data protocols, production-level C++ development, Python, Linux, git, and industry-standard development methodologies.
The company offers a combination of remote and London-based office working, with a collaborative culture and various perks such as weekly team lunches, office snacks, and regular team socials. BMLL is committed to equality and diversity, welcoming applicants from all backgrounds.
Join BMLL Technologies to work on challenging problems in big data and financial markets, contributing to their award-winning data analytics platform in a supportive and inclusive environment.
Responsibilities For C++ Market Data Developer (Contract)
- Handle exchange protocol upgrades
- Fix bugs in existing C++ parsers as they arise
- Migrate Python data parsers to C++ to improve performance, maintaining existing functionality
- Develop Google Test unit tests for new C++ code in existing framework
- Compare C++ and Python output using existing tools
Requirements For C++ Market Data Developer (Contract)
- Experience working with market data protocols (ITCH, EOBI, iMpact, Optiq, GTP)
- Industry experience writing production-level C++ and delivering functioning, well-tested systems
- Industry experience developing in Python
- Industry experience developing on a Linux platform with git
- Experience with industry-standard development methodologies (source code control, unit testing, continuous integration)
- Strong problem-solving skills
- Strong communication skills
- Computer science or other STEM degree
Benefits For C++ Market Data Developer (Contract)
- Combination of remote and London based office working
- Collaborative culture
- Weekly team lunches
- Free fruit, snacks and drinks provided throughout the day (when office based)
- Fridge fully stocked with beer and wine (when office based)
- Regular Team Socials
