Senior C++ Low-Latency Market Data Engineer/Developer

Positions: 8 (5 Sr and 3 Jr)

Location: Chennai, Siruseri

Experience: 4-12 years+

Industry: Financial / Trading /Exchange

Must Have: C++, lock-free / Wait-free, orderbook, Market Data, Solarflare / Mellanox, Low Latency code, UDP.

Job Code: 373752

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.

You will work in a distributed, highly skilled engineering team across two locations, shaping a system built for speed, quality, and long-term maintainability.

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, FAST, 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.

What You Bring

Experience

- 8+ years of qualified experience with modern C++ (C++14/17/20).
- 5+ years working directly in Market Data or trading low-latency systems.

Technical Skills

- Deep experience integrating exchange Market Data protocols: TCP, multicast UDP, ITCH, SBE, FAST, FIX.
- Experience with L1/L2/L3 order books, conflation, correlation, replay, and consolidated feeds.
- Mastery of modern C++ techniques including:
- advanced templates
- lock-free and wait-free structures
- concurrency and memory models

- Strong Linux expertise:

- CLI and low-level tooling (perf, strace, tcpdump, sar, iostat)
- understanding of system calls, CPU scheduling, memory management

- Understanding of modern CPU microarchitecture: cache hierarchies, NUMA, branch prediction, prefetching, TLB behavior.
- Experience with low-latency NICs (Solarflare, Mellanox), driver settings and tuning.
- Familiarity with kernel-bypass technologies (DPDK, Onload) or advanced NIC/driver tuning is a strong plus.
- Experience with low-overhead instrumentation and performance profiling (eBPF, perf events, flame graphs).
- Strong focus on reliability, defensive coding, and graceful failure handling.
- Ability to analyze binary protocol dumps and low-level hexdump traces.
- Strong hands-on experience with Python / Go (mandatory).
- Experience with Git/GitLab, Linux shell scripting, CI/CD.
- Knowledge of Ansible is a plus.
- Clear communication skills and ability to work in a distributed team.

Nice to Have

- Understanding of hardware timestamps, PTP, and time-synchronization pipelines.
- Experience with Elastic, Grafana, Prometheus.

📌 C++ Low latency market data engineer (Mumbai)
🏢 TalentOla
📍 Mumbai