Market Data Software Engineer

Job Description
Role Summary
We are looking for a Market Data Software Engineer to design, build, and optimize high-performance systems for processing and distributing real-time market data. This role is ideal for engineers who have hands-on experience developing market data feed handlers and a passion for writing high-performance C++ code.
Opportunities may be available from time to time in any location in which the business is based for suitable candidates. If you are interested in a career with Citadel, please share your details and we will contact you if there is a vacancy available.
Responsibilities:

• Design, implement, and maintain market data feed handlers for equities, options, futures, FX, and other markets
• Integrate market data feeds into trading and analytics systems with a focus on throughput, latency, and reliability
• Analyze and optimize system performance at both the code and hardware levels
• Collaborate closely with traders, quantitative researchers, and infrastructure engineers to ensure timely, accurate data delivery
• Manage and monitor live market data systems, proactively identifying and resolving issues
• Continuously improve software deployment, monitoring, and recovery processes for mission-critical production systems
• Contribute to the design and evolution of the firm's market data architecture, including internal APIs and data distribution frameworks
• Develop, support, and maintain market data infrastructure applications such as republishers and capture systems

Qualifications:

• Deep experience in C++ with a passion for clean, performant code
• Experience with market data feed handler development
• Deep understanding of network programming and Linux systems internals
• A strong grasp of multithreading, concurrency, and distributed systems
• Curiosity to explore how things work and a drive to improve them
• Clear, thoughtful communication and the ability to thrive in a high ownership environment
• Bachelor's (or higher) degree in a Computer Science, Engineering or related technical field

In accordance with applicable law, the base salary range for this role is $175,000 to $350,000.
In addition, the employee who fills this role will be eligible to participate in a discretionary incentive compensation program, as well as a wide array of benefit programs, such as medical and life insurance, retirement and tax-free savings plans, and access to other healthcare programs.
About Citadel Securities
Citadel Securities is the next-generation capital markets firm and a leading global market maker. We provide institutional and retail investors with the liquidity they need to trade a broad array of equity and fixed income products in any market condition. The brightest minds in finance, science and technology use powerful, advanced analytics to solve the market's most critical challenges, turning big ideas into real-world outcomes.