C++ Developer – Market Data Visualization Platform

Hi Folks,

Hope you are all doing well,

Role: Senior C++ Software Engineer – Market Data Visualization Platform

Location: Stamford, CT (Hybrid)

Overview:

A leading global hedge fund is seeking a highly experienced Senior C++ Software Engineer to take ownership of a proprietary market data visualization platform used by traders, portfolio managers, and quantitative researchers. This platform is a mission-critical, Windows-based client–server system that ingests, processes, and visualizes real-time and historical market data from industry-standard feeds. The role combines low-latency engineering, real-time analytics, and high-performance UI development.

Key Responsibilities

Enhance and maintain a high-performance
C++ market data visualization platform
across Windows Server (backend) and Windows 11 (client).

Build and optimize
real-time data ingestion, normalization, caching, and distribution
components.

Integrate with major market data sources such as
Bloomberg, Refinitiv, ICE/IDC
, and direct exchange feeds.

Develop scalable modules for
time-series retrieval, tick-level analytics, and historical playback
.

Improve client-side performance, responsiveness, and visualization quality.

Optimize system-wide
multithreading, networking, and memory usage
across the full architecture.

Work closely with traders, PMs, quants, and data engineers to translate requirements into technical solutions.

Ensure accuracy, reliability, and integrity of displayed market data through testing and monitoring.

Own the full SDLC: design, coding, testing, deployment, documentation, and ongoing support.

Maintain authentication and data entitlement security policies.

Integrate monitoring and alerting tools; document architecture in Confluence.

Use
JIRA
for task management and
Git
for code lifecycle control.

Required Qualifications

7+ years
professional experience with modern C++ (C++14/17/20).

Strong background in
distributed systems
and
client–server architectures
, ideally on Windows Server + Windows 11.

Deep expertise in
real-time systems
,
multithreading
, and
low-latency engineering
.

Hands-on experience with
Refinitiv, Bloomberg BPipe, ICE/IDC
, or similar market data feeds.

Strong understanding of
market microstructure
, tick data, and time-series concepts.

Proficiency in
Windows debugging, profiling, and performance tools
.

Solid fundamentals in algorithms, data structures, networking, and memory management.

Experience building
mission-critical, high-availability systems
.

Strong SQL skills.

Excellent communication, documentation, and cross-team collaboration abilities.

Preferred Qualifications

Experience in quantitative finance, trading systems, or front-office environments.

Familiarity with visualization/UI frameworks (e.g., Qt).

Knowledge of Python for analysis or bindings to C++.

Experience with distributed systems, messaging technologies, CI/CD, or DevOps for C++ codebases.

Exposure to Sybase ASE, AWS cloud services, Kafka, or containerized environments.