Multi-Strategy Hedge Fund. 6 months.
A multi-strategy hedge fund is seeking a Market Data Engineer to build and optimise exchange feed handlers and normalisation layers across equities, futures, and FX venues. The primary deliverable is a new normalised feed handler supporting five additional venues, with latency benchmarking against the existing stack.
This role requires hands-on feed handler experience gained within a trading firm, hedge fund, exchange, or tier-1 market data vendor in a live production context. Candidates without direct financial services market data engineering experience will not be considered — the client requires engineers who understand the trading context and the consequences of data latency or gaps, not just the networking technology.
What they need:
→ 4+ years market data engineering at a hedge fund, trading firm, exchange, or market data vendor in a live production trading environment
→ Strong C++ or Java with direct experience implementing FIX, FAST, ITCH, or proprietary binary exchange protocols
→ Experience with multicast networking, UDP feed handling, and sequence gap recovery in a live market data context
→ Knowledge of PTP clock synchronisation and hardware timestamping
→ Understanding of co-location environments and cross-connect infrastructure as used in systematic or HFT trading
Duration: 6 months.
All applications are handled in strict confidence. Register your interest or view all current opportunities.