Senior C++ Engineer: Market Data Core Services Team - RDP

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New York, NY

Posted Apr 11, 2018 - Requisition No. 66484

From the biggest banks to the most elite hedge funds, financial institutions need timely, accurate data to capture opportunities and evaluate risk in fast-moving markets. But keeping pace with exchange-generated data from thousands of sources, each with its own proprietary format, data model, symbology, reporting requirements and subscription costs is a daunting challenge.

That’s why Bloomberg offers the BPIPE product – a consolidated service that provides the most comprehensive, normalized, data access available from more than 330 real-time exchanges and more than 5,000 unique contributed sources. This service delivers the data that firms need to nourish a wide range of third-party and proprietary applications consistently. Our Core Services team is responsible for the infrastructure on the platform which governs the usage of our clients: Authorization and metering.

We work to find elegant solutions for these complex business problems. Because market data contributors, such as stock exchanges, carefully control access to their data, every subscription and every data request through our system must be validated and recorded to fulfill our obligations to both our data providers and our clients. Since every access can affect the failure or success of those real-time data requests, our Core Services are mission critical: No data can be distributed without them, and every decision from them must be made in milliseconds.

To add to the challenge, our metering infrastructure is used as a service by other businesses at Bloomberg. As a service provider to other engineering teams at the company, we are pushed to consider how we productize our offerings and how we scale our system to handle new use cases. We also solve challenging technical problems posed by the sheer volume and of the data. In order to keep up with the increased usage and feature requests from our enterprise clients, we’re looking to modernize this infrastructure to improve its scalability, reliability, and maintainability. That’s where you come in.

We’ll trust you to:

  • Familiarize yourself with the system architecture and our codebase and proactively identify opportunities, and solutions for improvement
  • Create scalable infrastructure-as-a-service which allows for flexibility and ease of use
  • Choose and integrate new technology into a system which handles billions of requests every day

You'll need to have:

  • 3+ years’ experience developing multithreaded C++ code
  • A strong understanding of computer science fundamentals such as data structures and algorithms
  • Experience building business logic in C++
  • BA, BS, MS, PhD in Computer Science, Engineering or related technology field

We’d love to see:

  • Experience working in/with service-oriented infrastructure
  • Enthusiasm for testing at all phases of the SDLC
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