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Citadel Securities · 6 hours ago

Market Data Software Engineer

New York, NY

Full-time

Hybrid

Mid Level

Citadel Securities is a leading global market maker and capital markets firm. They are seeking a Market Data Software Engineer to design and optimize systems for processing real-time market data, focusing on high-performance C++ code.

BankingFinanceFinancial Services

Growth Opportunities

Responsibilities

Design, implement, and maintain market data feed handlers for equities, options, futures, FX, and other markets

Integrate market data feeds into trading and analytics systems with a focus on throughput, latency, and reliability

Analyze and optimize system performance at both the code and hardware levels

Collaborate closely with traders, quantitative researchers, and infrastructure engineers to ensure timely, accurate data delivery

Manage and monitor live market data systems, proactively identifying and resolving issues

Continuously improve software deployment, monitoring, and recovery processes for mission-critical production systems

Contribute to the design and evolution of the firm’s market data architecture, including internal APIs and data distribution frameworks

Develop, support, and maintain market data infrastructure applications such as republishers and capture systems

Qualification

C++Market data feed handlersNetwork programmingLinux systems internalsMultithreadingConcurrencyDistributed systemsCuriosityTechnical degreeClear communicationProblem-solvingTeam collaboration

Required

Deep experience in C++ with a passion for clean, performant code

Experience with market data feed handler development

Deep understanding of network programming and Linux systems internals

A strong grasp of multithreading, concurrency, and distributed systems

Curiosity to explore how things work and a drive to improve them

Clear, thoughtful communication and the ability to thrive in a high ownership environment

Bachelor's (or higher) degree in a Computer Science, Engineering or related technical field

Company

Citadel Securities

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Citadel Securities is a next-generation capital markets firm delivering critical liquidity and helping to shape the markets of tomorrow. It is a sub-organization of Citadel.

Founded in 2002