Senior Software Engineer - Market Depth
Posted Jan 25, 2022 - Requisition No. 100134
Bloomberg’s API, known as “BLPAPI”, provides an interface for accessing various data sets to Enterprise customers around the world. Our team develops real-time services that will use Bloomberg's enterprise distribution infrastructure to provide these data sets using a request/response or publish/subscribe model. These services, which are a part of the Market Depth product suite, provide access to premium market data known as Market Depth in the financial industry. Market Depth represents a structured table (or “book”) of all open buy and sell orders on a trading venue that are competing for the best price available for a tradable financial asset. The responsibility of the Enterprise Market Depth team is to normalize, build, enrich and distribute these “books” to all interested parties in near-real-time. Our mission is to deliver high-quality, high-availability and low-latency market depth data to our customers for an exceptionally diverse set of markets. On days when the financial markets are very active, our systems can process over 100 billion market data events with peak periods of 8 million events per second.
Our services are used by major investment banks, hedge funds, and even internal teams for their applications. The data we provide is crucial to their workflows, enabling them to perform sophisticated analytics, make trading decisions and manage risks efficiently. Our enterprise data systems make up part of one of the fastest growing areas of Bloomberg (Enterprise Real-time), and we work directly with clients on the cutting edge of financial technology.
What's in it for you?
The ever-increasing throughput requirements, high availability, low latency and business agility needs of our services offer diverse challenges. We are conscious of the impact our code and architectural changes can have on our users, and we use an array of tools to measure the performance of our services. We are a small team with a key role in Bloomberg and your contributions can have a big impact on the product and our customers. Because we are part of a fast growing business, the suite of products is always expanding, which will give you the opportunity to manage and deliver new software. You will have an opportunity to make decisions on how best to solve problems by either building them from scratch, or leveraging an open source solution.
Collaboration is deeply ingrained in our culture and we work together every day, broadly following agile/scrum with a strong focus on achieving business and engineering goals. We strongly value continuous improvement, and utilize our retrospectives to reflect on the past sprint and discuss what we can do to improve as a team. Inclusion and diversity are fundamental values of our team, and everyone gets involved when making technical decisions to achieve the best results possible. We are keen on progressing our engineers’ careers and frequently hold career development conversations to align their interest with our product’s needs. We will support you at every step of the way to develop and fully utilise your skill set!
We will trust you to:
- Engage with us on the whole software development lifecycle of projects and initiatives.
- Design and write thoroughly-tested, production quality code, review your teammates' code, testing our features, and provide production support for weekly releases.
- Be passionate about service stability, performance, and resilience.
- Be organized and able to plan ahead (technical details, project milestones/timelines and inter-team dependencies).
You'll need to:
- Have excellent software engineering skills and experience in developing high quality production systems that are designed for testing, maintainability and observability using any object-oriented programming language
- Be great at working in a team and partnering with our stakeholders
- Keep up to date with recent and emerging trends in technology, and bring those learnings to the team
- Have experience with (or willing to learn) the following: multi-threading programming, distributed systems, real-time systems, pub/sub models, service oriented design
We would love to see:
Understanding of market data systems
- Experience writing efficient C++ code
- Ability to take on the full life cycle of a project from gathering requirements to deployment
Bloomberg is an equal opportunity employer and value diversity at our company. We do not discriminate on the basis of race, religion, colour, national origin, gender, sexual orientation, age, marital status, veteran status, or disability status.
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