C++ Market Data Engineer - Global Trading Firm - Hong Kong

Our client, a top tier financial institution, renowned for its innovative trading strategies and cutting-edge technology, are seeking a C++ Market Data Engineer to their growing team in Hong Kong. The ideal candidate will have a strong knowledge in C++ programming and market data feed handlers.

The role:

1. Design, implement and optimize low-latency C++ services for market data ingestion, normalization and distribution.
2. Integrate with exchange/venue feeds (FIX/FAST/ITCH/Protobuf) and third-party vendors.
3. Build efficient parsers, multicast/UDP handlers, and order-book/market-state engines.
4. Implement robust error handling, replay, sequencing and recovery mechanisms.
5. Profile and optimize for latency, throughput and memory usage.
6. Collaborate on deployment, monitoring, and incident response; write clear operational runbooks.
7. Contribute to testing (unit, integration, performance) and CI/CD pipelines.

What you offer:

1. At least 3+ years of relevant experience
2. Strong C++ (14/17/20) with expertise in performance optimizations and concurrency.
3. Experience with network programming (sockets, multicast, UDP/TCP), binary protocols and serialization.
4. Familiarity with market data protocols (FIX/FAST/ITCH) and order book concepts.
5. Knowledge of Linux, performance profiling tools (perf, gdb, valgrind) and build systems (CMake).
6. Experience with multithreading, lock-free data structures, and low-latency patterns.
7. Good debugging and production-support skills; ability to work under pressure.

The sell:

1. Very competitive salary (base + bonus) & benefits
2. Opportunities for professional development and career advancement.
3. A dynamic and inclusive work environment at a leading global financial institution.