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Vice President

Vice President

Mancer Consulting ServicesDelhi, India
23 hours ago
Job description

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.

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Vice President • Delhi, India