Ultra‑Low‑Latency C++ Market Data Engineer (NYC)

A quantitative finance firm in Manhattan is seeking a C++ Market Data Engineer to design ultra-low-latency feed handlers for major exchanges. This role involves optimizing systems for speed and reliability, collaborating with cross-functional teams, and contributing to a fast-paced trading environment. Ideal candidates will have a strong background in C++, low-latency systems, and real-time market data feeds. Competitive salary and bonuses based on performance are offered. #J-18808-Ljbffr