10 Aug
|
Volto Consulting
|
Chennai
10 Aug
Volto Consulting
Chennai
Positions: Senior C++ Low-Latency Market data engineer
Must Have: C++, lock-free / Wait-free, orderbook, Market Data, Solarflare / Mellanox, Low Latency code.
Role Summary
Join us at the start of a green-field initiative: the design and build of a new ultra-low-latency Market Data platform that will drive our next generation of real-time services. You will work on components where every microsecond matters, integrate binary exchange protocols, and contribute to a high-performance system focused on low latency, correctness, and reliability.
What You Will Do
Design and develop core components of the low-latency Market Data platform.
Implement and optimize feed handlers over TCP and multicast UDP binary protocols.
Work with feeds such as ITCH, SBE, RAPID, FIX, and venue-specific formats.
Work on L1, L2, and L3 order-book construction, conflation, correlation, consolidated tapes, and replay pipelines.
Optimize performance by focusing on:
CPU cache hierarchies and memory locality
NUMA-aware design and predictable execution
Data-structure layout and allocation-free paths
Branch prediction, prefetching, TLB behavior
NIC tuning and kernel network stack optimization
Build and maintain high test coverage, including latency regression and deterministic behavior tests.
Validate correctness and quality of Market Data flows end-to-end.
Perform profiling and instrumentation using eBPF, perf events, and flame graphs.
Analyze binary protocol dumps and low-level hexdump traces for debugging.
Deploy, test, and validate software in QA and Production environments.
Participate in on-call and incident support once the platform is in production.
Contribute to documentation, knowledge sharing, and continuous improvement.
Experience
8+ years of professional experience with modern C++ (C++14/17/20).
5+ years working directly in Market Data or trading low-latency systems.
Nice to Have
Understanding of hardware timestamps, PTP, and time-synchronization pipelines.
Experience with Elastic, Graf
📌 Senior Software Engineer (Chennai)
🏢 Volto Consulting
📍 Chennai