C++ Market Data Developer, BMLL Technologies
Contract
Data and analytics for Capital Markets
Job no longer available
Data and analytics for Capital Markets
21-100 employees
Job no longer available
21-100 employees
Company mission
To unlock the predictive power of pricing data and offer our clients the insights they need to understand how markets behave and to make more informed decisions.
Role
Who you are
- Experience of working with market data protocols such as ITCH, EOBI, iMpact, Optiq, GTP (Group Ticker Plant)
- Industry experience of writing production-level C++ and delivering functioning, well-tested systems
- Industry experience of developing in Python
- Industry experience of developing on a Linux platform with git
- Experience of industry-standard development methodologies such as source code control, unit testing and continuous integration
- Strong problem solving skills
- Strong communication skills
- Computer science or other STEM degree
What the job involves
- The role we are hiring for is to take care of a number of exchange protocol changes that affect the parsers/feed handlers that we run in production, to support the team with bug fixes to existing parsers, and continue a process of migrating those parsers/feed handlers from Python to C++
- When we do this, we maintain the integrity of the data by rigorously comparing the Python output with the C++ output with both unit tests and by running tools to compare entire days of output
- The Python parser and the data will be provided. We have already converted a number of parsers, and there is a pattern to follow
- Handling exchange protocol upgrades
- Fixing bugs in existing C++ parsers as they arise
- Migration of Python data parsers into C++ to improve performance, precisely maintaining existing functionality
- Development of Google Test unit tests for the new C++ code, in existing framework
- Comparison of the C++ / Python output using existing tools
- Combination of remote and London based office working
Salary benchmarks
Our take
BMLL Technologies is a leading data and analytics company specialising in Level 3 data for capital market participants. Its clientele includes banks and brokers who leverage BMLL's order book data and analytics to gain predictive insights.
There is a growing demand for modern tools to better understand market behaviour, which is evident in BMLL's impressive revenue growth. The company has been successful in attracting new clients and forming collaborations, including notable names like the Financial Conduct Authority (FCA) and New York University's quantitative research unit.
A recent Series B funding round, led by Nasdaq Ventures, FactSet, and IQ Capital's Growth Fund, will provide the necessary resources to expand globally by acquiring new data sets and establish a stronger presence in North America, including the opening of a new office in New York.
Freddie
Company Specialist at Welcome to the Jungle
Insights
Company
Funding (last 2 of 8 rounds)
Oct 2024
$21m
LATE VC
Oct 2022
$26m
SERIES B
Total funding: $78.8m
Company benefits
- 25 days holiday plus bank holidays
- Share Options after completion of probationary period
- Pension Scheme
- Private Medical Insurance
- Life insurance
- Combination of remote and London based office working
- A yearly Wellbeing Physical Activity budget
- Continuous learning through training and challenging projects
- Collaborative culture
- Weekly team lunches
- Free fruit, snacks and drinks provided throughout the day (when office based)
- Regular Team Socials
- Cycle to Work Scheme
Company HQ
Old Street, London, UK
Articles
Leadership
Paul Humphrey
(CEO, not founder)Currently acts as a Board Advisor for Humphrey House Advisors Limited. Previously served as a Strategic Advisor for OpenFin, Global Head of FICC for Euronext, Business & Strategy Consultant for Thomson Reuters, CEO of Electronic Broking & Information for Tullett Prebon, Executive Director of Global Head eCommerce for ABN AMRO Bank NV, Managing Director for Van der Moolen NV, and Managing Director for ICAP.
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