C++ - Senior Market Data Publishing Engineer
New York, NY
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 a Market Data Service – a consolidated market data feed that provides the most comprehensive, normalized, real-time data access available from more than 330 real-time exchanges and more than 5, 000 unique contributed sources. This service delivers the data firms need to nourish a wide range of third-party and proprietary applications consistently.
Our Market Data Service team is responsible for aggregating and curating market data from all of the producers at Bloomberg and delivering it to our financial institution clients. We also develop the infrastructure for authorization and entitlements, enabling firms to monitor and manage usage.
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
- 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++