Senior C++ Engineer: Real-time Market Data Publishing Team - RDP
New York, NY
Posted Apr 11, 2018 - Requisition No. 66483
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 Market Data team is responsible for aggregating and curating data from all of the producers at Bloomberg and delivering it to our financial institution clients.
We work to find elegant solutions for these complex business problems. We also solve challenging technical problems posed by the sheer volume and low-latency of the data. In order to keep up with the increased usage and feature requests from our enterprise clients, we’re looking to re-architect this large scale, distributed system to improve its scalability and reliability. 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 that abstracts away market data business logic from our platform to provide better separation of responsibilities, stability, and performance
- Build efficient algorithms to marshal massive amounts of market data with low latency, improve our usage reporting and monitoring tools, making it easier to report data usage to exchanges as well as allocate costs to end- users
You'll need to have:
- 3+ years’ experience developing multithreaded C++ code; asynchronous processing and network i/o
- A strong understanding of computer science fundamentals such as data structures and algorithms
- Experience building business logic in C++
We’d love to see:
- Experience developing code to normalize data from multiple data sources
- Previous experience working with Market Data
- Enthusiasm for experimenting with and applying new technology to large scale systems