Senior C++ Engineer, Low-Latency Market Data

Company Overview:

Business Integration Partners (BIP) is Europe’s fastest growing digital consulting company and are on track to reach the Top 20 by 2030, with an expanding global footprint in the US (New York, Charlotte, Chicago, and Houston). Operating at the intersection of business and technology, we design, develop, and deliver sustainable solutions at pace and scale, creating greater value for our customers, employees, shareholders, and society.

BIP specializes in high-impact consulting services across multiple industries with 6,000 employees worldwide. Our Financial Services business serves Capital Markets, Insurance and Payments verticals, supplemented with Data & AI, Cybersecurity, Risk & Compliance, Change Management and Digital Transformation practices. We integrate deep industry expertise with business, technology, and quantitative disciplines to deliver high-impact results for our clients.

BIP is currently expanding its footprint in the United States, focusing on growing its Capital Markets and Financial Services lines. Our teams operate at the intersection of business strategy, technology, and data to help our clients drive smarter decisions, reduce risks, and stay ahead in a fast-evolving market environment.

About the Role

We are seeking a hands-on Senior C++ Engineer to support a strategic modernization of a high-performance electronic trading market data platform. The primary focus of the role is accelerating the migration from internally developed exchange feed handlers to the Redline market data platform , while preserving the latency, throughput, resiliency, and exchange-specific functionality required by electronic trading applications.

This is a highly technical engineering role requiring deep expertise in C++, Linux, low-latency systems, exchange market data, networking, and performance optimization . The successful candidate will work directly with existing market data architectures, identify migration requirements and dependencies, validate feature parity, and optimize the target environment for high-message-rate production workloads.

The engineer will partner closely with architecture, development, infrastructure, production support, and business stakeholders to deliver the migration safely and efficiently. The ideal candidate has previously built, optimized, or migrated low-latency market data or electronic trading systems and understands both the software engineering and infrastructure considerations required to achieve deterministic performance in production.

Key Responsibilities

Market Data Platform Modernization

• Execute the migration of proprietary exchange market data feed handlers to the Redline market data platform.
• Analyze existing feed-handler architectures, functionality, dependencies, and downstream consumers to develop effective migration strategies.
• Validate functional and performance parity between legacy and target market data architectures.
• Ensure exchange-specific functionality, normalization, reference data, sequencing, recovery, and replay capabilities are preserved throughout the migration.
• Identify migration risks and technical dependencies and work across engineering and infrastructure teams to minimize production disruption.

Low-Latency C++ Engineering

• Design, develop, enhance, and optimize high-performance C++ applications operating within latency-sensitive electronic trading environments.
• Analyze application performance and identify bottlenecks across software, operating system, networking, and hardware layers.
• Apply advanced performance techniques including lock-free programming, memory optimization, CPU affinity, NUMA awareness, cache optimization, and efficient network processing.
• Develop benchmarking and performance-testing methodologies to measure latency, throughput, jitter, and overall system behavior.
• Profile and tune applications to support deterministic performance under high-message-rate market conditions.

Exchange Connectivity & Market Data

• Work directly with North American equities and options exchange market data protocols.
• Implement and maintain exchange-specific functionality including sequencing, gap detection, recovery, replay processing, and reference data handling.
• Analyze exchange message flows and ensure accurate normalization and downstream distribution of market data.
• Evaluate feed-processing performance under peak-volume conditions and optimize systems for throughput and latency.
• Support exchange changes, protocol upgrades, and other market-driven enhancements.

Infrastructure, Performance & Reliability

• Partner with infrastructure and network engineering teams to optimize servers, network configurations, and operating systems for low-latency workloads.
• Support deployment, testing, certification, and production-readiness activities associated with the Redline migration.
• Improve platform resiliency, monitoring, diagnostics, and performance observability.
• Troubleshoot complex production issues across application, network, operating system, and hardware layers.
• Contribute to engineering standards and operational practices that improve reliability and maintainability across the market data environment.

Required Skills and Experience

• 7+ years of professional software engineering experience with significant hands-on development of high-performance systems.
• Expert-level C++ development experience on Linux , including modern C++ and low-level systems programming.
• Extensive experience building, enhancing, or supporting low-latency electronic trading and/or real-time market data systems .
• Direct hands-on experience with North American equities and/or options exchange market data protocols .
• Strong understanding of exchange feed-handler architecture and functionality, including sequencing, gap detection, recovery, replay, reference data, and normalization.
• Deep knowledge of multithreading, concurrency, memory management, networking, synchronization, and performance optimization.
• Experience designing and implementing highly scalable, high-throughput real-time systems.
• Strong knowledge of Linux operating environments and their interaction with latency-sensitive applications.
• Demonstrated ability to identify and troubleshoot latency and performance issues using profiling, tracing, benchmarking, and systems-analysis tools.
• Strong understanding of networking concepts relevant to market data, including UDP, multicast, packet processing, and network performance.
• Experience working with infrastructure and networking teams to diagnose and optimize end-to-end application performance.
• Experience operating within Agile software development environments.
• Bachelor's degree in Computer Science, Engineering, or a related technical discipline.
• Strong communication skills and the ability to collaborate effectively across engineering, architecture, infrastructure, production support, and business teams.

Preferred Qualifications

• Direct hands-on experience with Redline market data products or comparable ultra-low-latency market data platforms.
• Previous experience migrating proprietary exchange feed handlers to a third-party or vendor-based market data platform.
• Deep understanding of electronic trading market structure, exchange workflows, and market data distribution architectures.
• Experience with kernel-bypass technologies such as Solarflare OpenOnload, DPDK, RDMA, AF_XDP , or similar technologies.
• Advanced Linux performance-tuning experience, including CPU isolation, CPU affinity, interrupt management, NUMA optimization, huge pages, and network-stack tuning.
• Strong knowledge of multicast networking and high-performance packet processing.
• Experience with hardware timestamping, latency measurement, profiling, and performance benchmarking.
• Understanding of equities and/or options market microstructure.
• Familiarity with FIX protocol standards and broader electronic trading connectivity.
• Experience supporting globally distributed electronic trading platforms spanning multiple exchanges and regions.
• Experience working in highly regulated, production-critical Capital Markets environments.

Compensation:

**The base salary range for this role is $130,000 - $175,000, with flexibility for exceptional candidates.**

Benefits:

• Choice of medical, dental, vision insurance.
• Voluntary benefits.
• Short- and long-term disability.
• HSA and FSAs.
• Matching 401k.
• Discretionary performance bonus.
• Employee referral bonus.
• Employee assistance program.
• 11 public holidays.
• 20 days PTO.
• 7 Sick Days.
• PTO buy and sell program.
• Volunteer days.
• Paid parental leave.
• Remote/hybrid work environment support.

For more information about BIP US, visit

Equal Employment Opportunity:

It is BIP US Consulting policy to provide equal employment opportunities to all individuals based on job-related qualifications and ability to perform a job, without regard to age, gender, gender identity, sexual orientation, race, color, religion, creed, national origin, disability, genetic information, veteran status, citizenship, or marital status, and to maintain a non-discriminatory environment free from intimidation, harassment or bias based upon these grounds.

BIP US provides a reasonable range of compensation for our roles. Actual compensation is influenced by a wide array of factors including but not limited to skill set, education, level of experience, and knowledge.