Director of Engineering

Looking for 12+ years in C++ Technology.

Reporting to Executive Director.

Role & Responsibilities :

Ultra-low latency development

o Design, develop and optimize ultra-low latency systems in C++ 11 / 17 for processing equity exchange data.

o Implement high-performance algorithms for market data processing, focusing on minimizing latency and

maximizing output.

Equity Exchange Processing

o Work with and understand market data structures like Top of Book (TOB), Market by Price, Market by

Orders, and trade processing.

o Develop and maintain systems that handle and process these data structures efficiently.

Options and Symbology Processing

o Develop systems for options processing and symbology management, ensuring accurate mapping and

data consistency across equity, options and indices.

Market Data Book Building :

o Implement and manage systems for building and processing order books, ensuring the real-time

aggregation of market data for analysis and trading.

Exchange Protocols Expertise

o Work with various exchange protocols such as ITCH, SBE and Tag / Value, ensuring seamless integration

and processing of data streams.

Downstream Systems Integration

o Work with downstream trading & other systems to integrate and process market data, ensuring that trading

algorithms receive accurate and timely information.

o Develop and implement basic analytics like VWAP (Volume Weighted Average Price) and aggregated

volume calculations to support trading strategies.

Bloomberg API integration

o Utilize Bloomberg APIs to access and process market data, integrating this data into internal systems for

analysis and trading.

Work with the product team and stakeholders towards requirement discovery and project prioritization.

Willing to work and contribute across entire SDLC – including dev, testing and support. Collaborate with various

development, QA and support teams across different regions

Contribute towards establishing software delivery best practices. Collaborate on architecture, design decisions, and

code reviews

Willing to own deliveries and work hands-on across all aspects of software delivery including development, testing,

documentation and support.