Software Engineer - Market Data

About the Role

You will build the path that receives decodes sequences normalizes timestamps and delivers market data. You will develop feed handlers for exchange blockchain and prediction-market sources and handle gaps reconnects and out-of-order updates. You will optimize latency capture full-depth data for replay and detect data-quality issues before they affect trading.

Requirements

• Experience building and operating high-throughput low-latency data systems
• Knowledge of sequencing gap recovery backpressure buffering and reconnects
• Deep Rust or modern C++ knowledge
• Linux and networking depth
• Ability to read packet captures and tune systems
• Ability to measure and validate performance improvements
• Fluent English
• No degree or certifications required

Responsibilities

• Build exchange blockchain and prediction-market feed handlers
• Sequence data and recover from gaps
• Implement reconnect logic and handle out-of-order updates
• Optimize latency with hardware timestamps NUMA-aware layouts and cache-aware designs
• Capture full-depth data into a historical archive
• Build trusted research replay paths
• Detect stale feeds crossed books sequence anomalies and chain issues
• Monitor prediction-market outcome consistency

Hiring Process

Four stages. No filler rounds, no games. 1. Intro call: short conversation with the hiring lead, context on the role/firm, understand fit. 2. Technical deep-dive: role-specific, understand how you think. 3. Take-home or case: a scoped problem reflecting actual work, review the output with you. 4. Onsite or final round: meet the broader team, cultural fit, stretch discussion, offers move fast after this.