C++ Market Data Developer

Summary

Join a dynamic team at BMLL as we hire for a role that involves handling exchange protocol upgrades, fixing bugs in existing C++ parsers, and migrating Python data parsers into C++. The ideal candidate will have experience with market data protocols, industry-standard development methodologies, strong problem-solving skills, and a collaborative culture.

Requirements

• Experience of working with market data protocols such as ITCH, EOBI, iMpact, Optiq, GTP (Group Ticker Plant)
• Industry experience of writing production-level C++ and delivering functioning, well-tested systems
• Industry experience of developing in Python
• Industry experience of developing on a Linux platform with git
• Experience of industry-standard development methodologies such as source code control, unit testing and continuous integration
• Strong problem solving skills
• Strong communication skills
• Computer science or other STEM degree

Responsibilities

• Handling exchange protocol upgrades
• Fixing bugs in existing C++ parsers as they arise
• Migration of Python data parsers into C++ to improve performance, precisely maintaining existing functionality
• Development of Google Test unit tests for the new C++ code, in existing framework
• Comparison of the C++ / Python output using existing tools

Benefits

• 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