Software Engineer, Core Data (C++)

Location: Chicago, with London listed as another location

Base salary: $150,000–$300,000 per year, plus potential discretionary bonus and benefits.

Company

Quantitative investment manager applying scientific research and technological innovation to global financial markets.

What you will do

• Implement and enhance market data feed handlers for proprietary equities protocols, including ITCH, GTP, and PITCH.
• Build and maintain quant-ready data archives with high standards for correctness, completeness, and consistency.
• Collaborate with quantitative researchers to optimize the presentation of data products.
• Support new-market rollouts by analyzing market-specific nuances and recommending technical solutions.
• Contribute to reference data, universe, and non-market data initiatives across the Core Data team.
• Share market data processing expertise, identify improvements, and mentor growing teammates.

Requirements

• BS/MS in Computer Science, Electrical Engineering, or a related technical field, or equivalent practical experience.
• 5–10 years of professional software development experience, including 4+ years in trading or hands-on experience at a market data provider.
• Strong C++ and Python skills with experience building production-grade systems.
• Hands-on experience implementing and maintaining proprietary equities protocol handlers such as ITCH, GTP, or PITCH.
• Strong understanding of order books, trade and quote conditions, auctions, odd lots, corrections, and venue-specific behavior.
• Experience with data normalization, gap detection, reconciliation, and backfills for quant-ready archives.

Nice to have

• Rust experience.
• Exposure to quantitative research needs, reference data, or data pipeline tools such as Dagster or Polars.

Culture & Benefits

• Lean, autonomous, hands-on environment with close collaboration across Research, Engineering, and Trading Operations.
• Fully paid medical, dental, and vision coverage for employees and dependents.
• Competitive 401(k), employer-paid life and disability insurance, and generous PTO.
• Paid holidays and competitive paid caregiver leave.
• Wellness programs, meals and snacks, a game room, and team and company events.
• Open environment focused on learning and knowledge sharing.