Role: Senior C++ Engineer (Capital Markets)
Location: Hybrid
Role Type: Contract - Outside IR35 (6 Months)
Salary: £600/day
Essential: Deep C++ expertise within fintech, knowledge of protocols (ITCH, EOBI, iMpact, Optiq, and GTP)
CTI is seeking to appoint a Senior C++ Engineer for a major fintech in capital markets.
Responsibilities:
1. Managing upgrades to the exchange protocol.
2. Addressing and resolving bugs in current C++ parsers as they occur.
3. Transitioning Python data parsers to C++ to enhance performance while ensuring the preservation of existing functionality.
4. Creating Google Test unit tests for the newly developed C++ code within the established framework.
5. Conducting comparisons of output between C++ and Python using available tools.
6. Implementing improvements to the exchange protocol as necessary.
7. Troubleshooting and fixing issues in the existing C++ parsing systems.
8. Converting Python-based data parsing solutions to C++ to achieve better performance metrics.
9. Developing and integrating unit tests for the C++ code using Google Test in the current testing framework.
10. Utilising existing tools to analyse and compare outputs from both C++ and Python implementations.
Requirements:
1. Deep expertise in writing production-quality C++ and Python code.
2. Advanced knowledge of market data protocols (ITCH, EOBI, iMpact, Optiq, and GTP).
3. Skilled in software development on a Linux platform, utilising git for version control.
4. Familiar with industry-standard development practices, including source code management, unit testing, and continuous integration.
5. Possess strong analytical and problem-solving abilities.
6. Excellent communication skills, facilitating effective collaboration and information exchange.
7. Degree in a STEM field.
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